Newfound Research Blog Is Managed Futures Value-able?

In Return StackingTM: Strategies for Overcoming a Low Return Environment, we advocated for the addition of managed futures to traditionally allocated portfolios.  We argued that managed futures’ low empirical correlation to both equities and bonds and its historically positive average returns makes it an attractive diversifier. More specifically, we recommended implementing managed futures as an overlay […] The post Is Managed Futures Value-able? appeared first on Flirting with Models.