Managed Futures

Diversification benefits and the modern portfolio theory

Structure of Managed Futures

There are several types of industry participants in the managed futures sector.

Commodity Trading Advisors (CTAs) are responsible for the actual trading decisions and activity of a managed futures account.

Commodity Pool Operators (CPOs) assemble public funds or private pools, usually in the form of limited partnerships, and select the trading advisors.

Futures Commission Merchants (FCMs) are the brokerage firms that execute and clear CTA-directed trades on various exchanges.

Managed futures advisors and investors benefit from the structural efficiencies of the futures markets. Notable efficiencies include:

  • 1. Deep liquidity
  • 2. Use of leverage
  • 3. Lower transaction costs
  • 4. Liquidity/rapid execution
  • 5. Opportunity in rising, falling, or trend-less markets, and
  • 6. Value capture in the market


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