We recognize that while investment performance is a function of risk taken, the complexity of human behavior can never be fully modeled. And while mathematical techniques reveal important dynamics within the markets, circular relationships between cause and effect relegate quant models to just an abstraction of reality... Expecting these models to be exactly right is unreasonable.
"We believe a discretionary common sense approach is needed—one which balances the quantitative with the qualitative in order to gain a broader understanding of risk and return"
For that reason, Managed Account Research invests heavily in thinking, in creating and in sharing knowledge. It underpins our service offerings and integrates our capabilities. It is what differentiates us as managed futures specialists, and what keeps our clients at the forefront of developments within this sector of alternative investments.
Our research is divided into two inter-related tracks: qualitative and quantitative.
THE MARI INSTITUTE
The MARI Institute is at the heart of Managed Account Research's thinking and actively promotes thought leadership in managed futures. MARI Institute sponsors qualitative research and publications written by Mack Frankfurter, Chief Investment Strategist, and other authorities in the field of applied finance and alternative investments.
QUALITATIVE RESEARCH
To keep up with the fast pace world of alternative investments and managed futures, an investor needs current and ongoing communication about relevant topics. Visit Knowledgebase Archive, the place to go for our regularly published newsletters, including Market Weekly, Intelligent Trading and Managed Account Focus.
Past performance is not necessarily indicative of future results, but unfortunately,
that is all too often what investors rely on. That is why Managed Account Research developed the CTA Color Intelligent Style MatrixTM (CISM).
The CISM is now featured in several of our research publications, including Coverage Initiation, Coverage Spotlight, Coverage Introspect and Coverage Retrospect. An archive of this research is available in our CTA Coverage Pipeline section.tion.
Our flagship research series, titled CTA ConfidentialTM, features regular in-depth articles which provide a veteran practitioner's perspective on a range of managed futures topics, as well as substantive reviews of CTAs and their trading.
Mr. Frankfurter has also collaborated on a top ten Social Science Research Network (SSRN) working paper entitled "Is Managed Futures an Asset Class? The Search for the Beta of Managed Futures". Links to this working paper and other relevant academic research is available in the section called Hard Core Intelligence.
QUANTITATIVE RESEARCH
The Managed Futures Monthly Ranking report is a timely report packed with latest performance rankings and index information to assist you in your commodity trading advisor and alternative investment manager search and screening process of the world's top traders.
The Managed Futures Quarterly Monitor published at the end of each calendar quarter in .PDF format, is a 500+ page report packed with latest performance rankings, profile reports and index information to assist you in your alternative investment manager search and screening process of the world's top traders.
To subscribe to our research, contact us at (800)308-1495 or the Contact Us page. Questions and suggestions can be also directed to the above.
Register for FREE ACCESS to the CTA Database, Online Research Reports and In-depth Qualitative Analysis on over 200 Commodity Trading Advisors (CTA), managed futures and alternative investment programs.
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