Katheryn Kaminski and Adam Butler provide a review of managed futures and the role of the asset class in an institutional portfolio. Katheryn and Adam also discuss “return drivers” in managed futures, as well as new frontiers on the horizon for the asset class, including innovations in trading and execution and machine learning/big data/artificial intelligence.
Adam Butler is Chief Investment Officer of ReSolve Asset Management, sub-advisor to an alternative allocation strategy at Rational Funds. He manages ETF and futures based strategies including a global risk parity ETF, two Adaptive Asset Allocation funds, and a multi-strategy hedge fund. Adam is also author of the book Adaptive Asset Allocation: Dynamic Global Portfolios to Profit in Good Times and is ranked in the top 1% of authors by paper downloads on SSRN. He has authored over a dozen papers and dozens of articles on asset allocation; factor investing; quantitative methods; and portfolio optimization. Adam holds both CFA and CAIA charters and appears on BNN Bloomberg and CNBC.