
Episode 55: Mailbag With Jason And Part One Of An Analysis Of Managed Futures Fund DBMF
Risk Parity Radio
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How to Create an ETF That Is Managed Futures
David Stein's 10 questions to master investing. We'll, I think, do about the first five of them today. First question: What is a managed futures fund and how does it work? The most recent entry in this area was created by Barry Ritholz on his Masters in Business podcast. And so they took all of these hedge funds that were doing these kind of strategies. They then did some kind of regression analysis to essentially recreate it backwards.
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