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The Managed Futures Ecosystem: The Rise of the Managed Futures ETF

Kathryn M. Kaminski, Ph.D., CAIA®, Chief Research Strategist, Portfolio Manager
Scott M. Sample, CFA®, Client Portfolio Manager

The authors summarize the history of publicly traded managed futures funds to date, highlighting the evolution of category characteristics including returns, performance dispersion, fees, and transparency. They also contrast common traits between public and private funds and conclude with use cases in the small but growing managed futures ETF landscape.

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Themes of 2023

Kathryn M. Kaminski, Ph.D., CAIA®, Chief Research Strategist
Jiashu Sun, Junior Research Scientist

The authors examine key themes that affected trend followers over the course of 2023, including extreme shocks, shifts in stock/bond correlations, and variations in style factors.

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From Bears to Bulls? A trend-follower’s perspective on the U.S. yield curve

Kathryn M. Kaminski, Ph.D.,CAIA, Chief Research Strategist

Yingshan Zhao, CFA, Research Scientist

The authors examine how trend followers have moved in fixed-income markets during the recent period and what we might expect going forward from the perspective of a trend follower.

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