CTAs Research & Selection
MANAGED FUTURES
WE HELP YOU FIND THE BEST CTAs & CPOs
We are experts and we apply quantitative methodology in the evaluation of strategies.
The Managed Futures Strategy aims to achieve positive absolute returns over a full market cycle, with low correlation to traditional equity and bond markets especially during periods of high volatility.
To achieve this, we apply a methodology based on a quantitative analysis whose objective is to control the systematic risk of volatility.
The key to the success of Managed Futures lies in the active management of the volatility of the markets in which it works.
Managed Futures, an industry with over $365 Bln in AUM
Fuente: BarclayHedge
We are Pioneers in Spain
During the early years of the 21st century, investment strategies and methodologies were in high demand. However, after the financial crisis of 2008, a natural selection took place in the Hedge Funds and Managed Futures market, in which only the best managers survived.
Currently, these managers are recovering their leadership position in the markets, thanks to their ability to face scenarios of volatility, inflation and economic uncertainty.
We have been working and researching opportunities with the best managers since 2018, and in 2020 as a consequence of Covid we set ourselves the goal of turning our gaze more deeply towards those strategies that best knew how to compete in the most difficult moments of the markets.
Currently, the markets are under inflationary pressures and we are facing a scenario of high tension and economic uncertainty. For this reason, we have carefully reviewed again the managers that have offered a better risk/return ratio, that are UCIT and that provide value based on diversification, reduced volatility, Alpha generation and decorrelation of idiosyncratic risk of the markets.
Our Style
At 101 Futures we are characterized by providing a true differential value to our clients, with a quantitative and rigorous approach in our analysis.
We analyze and investigate management styles and methodologies, as well as the definition of the strategy style and its ability to offset risks in volatility scenarios.
In the field of Managed Futures, we are particularly oriented towards multi-model trend-following strategies with active risk management.
In the current scenario of general rate hikes and restrictive monetary policies, our analysis are focused on controlling volatility, with the aim of finding models that limit the dispersion and emphasizing the asymmetry of the correlation with bonds and stocks.
We are committed to offering our clients the best product and manager selection opportunities, in any market situation.
Alpha Seeking
Our approach is focused on developing investment strategies and styles that generate returns positive in all types of market conditions and phases.
These strategies are based on quantitative models and systematic trading rules that take advantage of market inefficiencies and trends, and seek to provide diversification and risk management benefits.
Managed Futures adopts an Alpha-seeking investing style using sophisticated analytical tools to identify and exploit market inefficiencies whose goal is to generate profitability with absolute returns.
Alpha's search investing style within Managed Futures strategies involves identifying and exploiting market trends and patterns using proprietary models and algorithms, and adjusting positions as market conditions change.
Managed Futures have the potential to offer higher returns over the long term, making it an attractive option for investors looking to improve their risk-adjusted returns.
Business Cases
Asset Managers
Investment Advisors
Family Office
Private Bank
Pension Funds
Global qualitative and quantitative analysis of CTAs styles and strategies.
Analysis and research on decorrelation by strategies, styles and idiosyncratic risks:
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Quantitative systematics.
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Fundamental discretionary.
Pre-Due Diligence research.
Comparative table of returns by asset allocation in diversified portfolios by percentage of exposure to Managed Futures
AIMA & Societe Generale - Managed Futures - Riding the wave - www.aima.org
AIMA | Alternative Investment Management Association
Comparative table of returns and risk between Managed Futures and other asset classes between 2000 and 2016
AIMA & Societe Generale - Managed Futures - Riding the wave - www.aima.org
AIMA | Alternative Investment Management Association
DISCLAIMER
No past performance guarantees future results. Investments always carry risk and can lose value. Investing in bonds, commodities, derivatives, stocks and international markets are exposed to specific risks. Changes in interest rates as well as other risk factors may affect the profitability and volatility of investments. Valuation models may not take into account certain factors and may expose investments to risks that result in significant loss. These investment strategies are not guaranteed to be suitable for all investors or work in all market conditions. This material is for informational purposes only and does not in any way constitute advice or recommendation of any investment product.