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.
click here
