August 30th, 2010 
kk 
Product Description
An easy to understand guide to investing in managed futures. Readers will learn how to analyze Commodity Trading Advisors, build a managed futures portfolio, identify realistic investment goals and risk tolerance levels. Building Wealth with Managed Futures shows how to diversify a portfolio across trading systems and market segments. Learn how industry professionals use statistical analysis to rank Commodity Trading Advisors
Building Wealth With Managed Futures
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I expected to read about trading strategies with managed futures, but what you get in half of the book is a description of various ratios to “estimate” the risk return of a strategy (i.e. Sharpe, Treynor, etc.)… and the other half are general principals about investing (diversify asset classes in your portfolio etc.)…
I bought this book as the author was a former Renaissance Technology gal (one of the best quant fund on earth), so I expected more substance (of course no trade secrets, but just some deeper thoughts on the subject).
–> If you’re not already familiar with these concepts, managed futures are not for you, and if you are, this book is useless.
Rating: 1 / 5
Kim’s book is a very useful reference for those interested in managed futures. It is a to-the-point guide for investors and professionals, and helps explain many of the different aspects of the managed futures industry. I highly recommend the book to anyone looking to invest with a CTA or in a commodity pool.
Rating: 4 / 5