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MA-Research.com

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• Is Commodity "Roll Yield" a Fictional Return?

  Published 08 July 2009 | viewed 2,656 times

  Half the lies they tell about me aren't true. --Yogi Berra Term Structure and Roll Yield Question: if something is stated repeatedly as fact, does…

• Has the Steamroller Rolled Over Options Trading Programs?

  Published 21 October 2008 | viewed 4,652 times

  "In days of old, seers entered a trance state and then informed anxious seekers what kind of mood the gods were in, and whether this…

• CTA Confidential: Strategic Investments, LLC

  Published 26 June 2008 | viewed 3,077 times

  Originally published by Managed Account Research, Inc. on June 6, 2008. CTA ConfidentialSM "An ongoing series of qualitative investigations into managed futures trading programs" CASE…

• CTA Confidential: Summa Capital Management, LLC

  Published 23 June 2008 | viewed 3,040 times

  Originally published by Managed Account Research, Inc. on June 6, 2008. CTA ConfidentialSM "An ongoing series of qualitative investigations into managed futures trading programs" CASE…

• Raising Margin Requirements May Spike Oil Prices Higher

  Published 26 May 2008 | viewed 2,030 times

  Commodity pricing theory mainly focuses on the transference of a "risk premia" from risk-adverse hedgers to speculators. This insurance-like context was first proposed by Keynes…

• The Mysterious Case of the Commodity Conundrum, Securitization of Commodities, and Systemic Concerns (Part 3)

  Published 28 April 2008 | viewed 3,946 times

  "The theories which I have expressed there, and which appear to you to be so chimerical, are really extremely practical -- so practical that I…

• The Mysterious Case of the Commodity Conundrum, Securitization of Commodities and Systemic Concerns (Part 2)

  Published 22 April 2008 | viewed 4,617 times

  "The theories which I have expressed there, and which appear to you to be so chimerical, are really extremely practical -- so practical that I…

• The Mysterious Case of the Commodity Conundrum, Securitization of Commodities and Systemic Concerns (Part 1)

  Published 21 April 2008 | viewed 4,831 times

  "The theories which I have expressed there, and which appear to you to be so chimerical, are really extremely practical -- so practical that I…

• Questions Submitted to CFTC for April 22 Agricultural Roundtable

  Published 18 April 2008 | viewed 2,897 times

  The following is an open letter sent to the Commodity Futures Trading Commission (CFTC), in response to their request for questions from the public to…

• Prepared Speech: IQPC Base Metals Investment Summit 2008

  Published 19 March 2008 | viewed 3,500 times

  This speech was prepared for the IQPC Base Metals Investment Summit 2008 in New York City on April 2, 2008. For a copy of the…

• Working Paper Synopsis: The Search for the Beta of Commodity Futures

  Published 25 January 2008 | viewed 4,956 times

  This article summarizes the working paper available at SSRN: http://ssrn.com/abstract=1029243 Is Managed Futures an Asset Class? The Search for the Beta of Commodity Future Study…

• CTA Confidential: Wellfleet Asset Management, LLC

  Published 12 October 2007 | viewed 5,383 times

  Originally published by Managed Account Research, Inc. on October 2, 2007. CTA ConfidentialSM "An ongoing series of qualitative investigations into managed futures trading programs" CASE…

• Managed Futures: A Model for Incubating Talent

  Published 11 October 2007 | viewed 3,347 times

  Originally published by www.focuspointpress.com on June 18, 2007 CTA ConfidentialSM "An ongoing series of qualitative investigations into managed futures trading programs" SPECIAL CASE STUDY Managed…

• CTA Confidential: Conquest Capital Group LLC

  Published 09 October 2007 | viewed 5,102 times

  Originally published by www.focuspointpress.com on August 10, 2007. CTA ConfidentialSM "An ongoing series of qualitative investigations into managed futures trading programs" CASE NO. 0309450 Conquest…

• Managed Futures: Pitfalls in Performance Evaluation

  Published 18 July 2007 | viewed 5,101 times

  Originally published by Managed Account Research, Inc. on July 4, 2007 CTA ConfidentialSM "An ongoing series of qualitative investigations into managed futures trading programs" SPECIAL…

• CTA Confidential: Ace Capital Management

  Published 25 June 2007 | viewed 4,655 times

  Originally published by Managed Account Research, Inc. on June 15, 2007 CTA ConfidentialSM "An ongoing series of qualitative investigations into managed futures trading programs" CASE…