Managed Futures
Managed futures are commercial investment products based on futures contracts actively managed by Commodity Trading Advisors (CTAs), meaning that they can be profitable during market upturns as well as downturns.
The Global Asset Select Strategy from ARIAD Asset Management GmbH
The Global Asset Select Strategy is managed on multiple levels. Hands-on management and the tools used in the decision-making process are key factors when it comes to investing. The use of quantitative financial modelling achieves a systematic basis for making decisions, whilst the hands-on aspect of management plays an ever greater role in maintaining quality. Selections are made by using several financial models that identify market phases, taking adequate positions in currencies and commodities, as well as in the global equity and bond markets.
Investment decisions are implemented in the most liquid international financial markets, making profitable positions in falling markets possible as well. Tried-and-tested, consistent risk management is achieved by ensuring that no single market can have a dominant position within the strategy. The successful performance of a financial model - and its probable development going forward - determine the strategy's weighting of equities, bonds, commodities and currencies.
Every position on each market is adjusted daily according to the particular financial model specific to that market. Given the global market coverage, these adjustments occur successively during local trading hours. The strategy's risk management is aligned accordingly, monitoring the risk parameters of the overall strategy several times a day.
The benefits at a glance
- Attractive potential returns, in both rising and falling markets.
- Systematic investment approach, based on several quantitative financial models.
- Systematic application of risk management tailored to the client's specific needs.
- Diversified investment, incorporating a variety of asset classes and markets (equities, bonds, currencies, and commodities).
- Efficient tool to manage cash equitisation and global asset allocation.
