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Managed Futures Linkfest

Managed Futures Performance:

Education & Insight:

  • CME Group profit rises; interest-rate trading volume soars – (Reuters)
  • Sortino Ratio: Correcting Sharpe Ratio flaws – (Futures Magazine)
    –   Attain’s coverage of Sortino Ratio calculation – (Attain Capital)
  • The role of futures and options in managing Ag Risk – (CME)
  • Futures industry: A story of crisis and opportunity – (Futures Magazine)
  • Should CTAs/CPOs have capital requirements? – (Futures Magazine)
  • It’s Time To Let 401(k) Holders Invest Like the Pros – (Wall Street Journal)