Atrakcyjność inwestycyjna funduszy kontraktów terminowych
Investment attractiveness of managed futures

Summary/Abstract: The article presents correlation between hedge funds and commodity market. To begin with, the author differentiates between hedge fund and commodity pool. Next section discusses theoretical aspects of managed futures strategy which involves trading diversified portfolios of futures positions. The last part of the article analyzes results received with reference to the managed futures strategy. In conclusion attention is paid to the success of managed futures strategy understood as considerable profit generated in varying market conditions. Managed futures funds are interesting investment vehicles themselves. However, it is their potential for portfolio diversification, stemming from low correlation with traditional instrument, that is their greatest advantage

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