
P1: OTA/XYZ P2: ABC
JWBT468-c03 JWBT468-Burghardt March 8, 2011 21:35 Printer Name: Courier Westford
CHAPTER 3
Structuring Your
Investment
Frequently Asked Questions
Once you decide to invest in managed futures, you must tackle the problem of
just how to structure your investment. To do this, you embark on a decision
process that proceeds roughly like this:
First, how many CTAs do you want in your portfolio? Many family offices,
and even some larger institutional investors, will choose one. This choice has
the virtue of simplicity and is possible to accomplish by choosing one of a
handful of well-known CTA firms such as AHL, BlueCrest, Transtrend, or
Winton, ...