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Research Review: Using CTA funds in portfolios |
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Compiled by PortfolioConstruction Forum | 02 December 2012
What are the benefits of using a CTA (managed futures) fund in a portfolio? What is a reasonable allocation and where should it come from?
Commodity Trading Advisors (CTAs) are an important strategy that should be considered as part of a diversified portfolio. CTAs can be characterised into three groups based on the length of trends and holding times. Tren... |
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