Is 2016 Managed Futures Dominance Headed For A March / April Speed Bump?

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Mark Melin
Published on
Updated on

Is 2016 managed futures dominance a trend that is coming to an end? When beta market environments come and go, certain algorithmic trading strategies can be expected to experience positive and negative market environments. With managed futures CTA strategies being on top of the world in 2016, driven by strong price trends in oil and stocks, could that positive managed futures trend be ending?

MS 3 9 oil momentum managed futures dominance

The end of managed futures dominance: Price trend reversals lead to difficult market environments for certain CTA strategies

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Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.