Forecasts of the managed futures market -- an empirical analysis

Ewelina Sokołowska

Applied Economics, 2016, vol. 48, issue 39, 3723-3733

Abstract: Alternative investments, including managed futures, are primarily intended for institutional investors and for very wealthy individual investors. It therefore seems logical to assume, that the increase of wealth on a global scale can be a factor impacting the value of transactions in individual segments of the alternative-investment market. The purpose of this article is to indicate the factors affecting growth of managed futures transactions. Another research goal is to answer the question: Does the increase of wealth on a global scale affect the value of the managed futures transactions? The article will also present short-term forecasts of the transactions on the managed futures market for the years 2015--2017. The forecasts which will be constructed are meant to present possible scenarios of the market’s further development. Evolution of the alternative investment segment leads to development of those categories, which fulfil the expectations of market participants and meet the requirement and expiration of the remaining investments which do not attract investors and are no longer accepted by them.

Date: 2016
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DOI: 10.1080/00036846.2016.1142665

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