A new white paper on managed futures mutual funds takes aim at Standard & Poor’s Diversified Trends Indicator, a strategy tracked by many asset managers using a passive investment approach.

In the paper, Altegris Investments, Inc., a broker-dealer in La Jolla, Calif., calls the construction methodology used by the DTI “more akin to a simplistic trading strategy than a passive index.”

Register or login for access to this item and much more

All On Wall Street content is archived after seven days.

Community members receive:
  • All recent and archived articles
  • Conference offers and updates
  • A full menu of enewsletter options
  • Web seminars, white papers, ebooks

Don't have an account? Register for Free Unlimited Access