CTAs & Managed Futures

PlusPlus Capital Management:
Designing futures strategies that
exploit behavioral biases, reduce
volatility & drawdown, while
increasing annualized return of a
portfolio

The Economic Moat Strategy:
Investing with conviction to
outperform in times of volatility
and uncertainty

Engineering options: 10+ year track
record supported by PhD's chemical
engineering concepts

'Techpreneur' coder delivers 97%
win ratio trading E-mini S&P
500 futures*

Incline Investment Management:
Blending equities- and
futures-based models

Marc Malek: Artificial
intelligence, tanks and dynamic
risk allocation

BBL Commodities: 2017 Opportunities
in Crude Oil, Refined Products and
Natural Gas

KeyQuant: The benefits of an
all-weather, fully systematic
trading model

Ernest Jaffarian: Why every
institutional portfolio needs
exposure to managed futures

Hanming Rao: High Alpha, high
Sharpe using Weekly-Expiry Options

Positive Convexity: How a CTA has
outperformed the index by +7.5%
annually

Thomas Stridsman: How to make money
in short term trend following, in a
challenging market

Smn Investment Services: Isn’t
the discretionary trader the real
“black box”?

Arnaud Chretien: Using quant power
to target optimal risk allocation

“Quit your job and live off what
you can take out of the markets”

Opalesque.TV: Soft commodities
trader David Stephen Martin’s
rise to institutional-grade CTA

Up 90% in 2014: Adam Tomas, a
different systematic long term
trend follower trading “axiomatic
regularities”

Dr. Tillmann Sachs: Bringing
self-learning models and adaptive
algorithms to the CTA industry

Mikael Stenbom, RPM: Identifying
the sweet spot - how managers'
corporate life cycle affects
returns

Martin Estlander: Are Nordic CTAs
different from their U.S. or London
peers?