Why is Portable Alpha Coming Back? Because It’s Working.

Sophisticated institutions are rocking portable alpha strategies like they never went out of style.

The Big Picture: A Cost Comparison of Futures and ETFs

This report compares the all-in cost of replicating the S&P 500 total return via equity index futures and exchange-traded funds (ETFs) across a variety of use cases and time horizons.

The Relationship Between MSCI Emerging Markets Index, mini MSCI Emerging Markets Index Futures and the iShares MSCI Emerging Markets ETF

This paper is the second in a series examining the relationship among certain international indices, and the futures and ETFs based on those indices.

Advisors Turn to Alternative Investments for Clients

A combination of historically low interest rates, an exceptionally long bull market and memories of the 2008 crash have encouraged some financial advisors to add alternative investments to their clients' portfolios.

Blockchain, Explained

Like the internet in its early years, blockchain technology is hard to understand and predict, but could become ubiquitous in the exchange of digital and physical goods, information, and online platforms. Figure it out now.

A Quantitative Analysis of Managed Futures Strategies

This paper revisits Dr. John Lintner’s classic 1983 paper, “The Potential Role of Managed Commodity-Financial Futures Accounts (and/or Funds) in Portfolios of Stocks and Bonds,” which explored the substantial diversification benefits that accrue when managed futures are added to institutional portfolios.

Greatest Trading of All Time

The Turtles proved that anyone can be a great trader, and that you don’t even need that much training. Eight hours a day for two weeks is apparently all that’s necessary.

Why Managed Futures?

Why Managed Futures? Created as a tool for Advisors, this client friendly presentation provides a succinct overview of the asset class and examines the impact managed futures can have throughout several market environments.