| 20.01.2011 Opalesque Exclusive: Managed futures strategies and S&P500 can be correlated 'over certain periods' - Newedge |
| Benedicte Gravrand, Opalesque Geneva: It is often said that managed futures funds are market neutral: they are investments that are not correlated to the rest of the market. But according to recent research by Newedge Prime Brokerage, managed futures strategies and the S&P500 can and do demonstrate a high level of correlation "over certain periods." "In Superstars versus teamwork, we |
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