Managed Futures: A Composite CTA Performance Review

2013 ◽  
Author(s):  
Thomas Schneeweis ◽  
Richard Spurgin ◽  
Edward Szado
Keyword(s):  
Managed Futures ◽  
Performance Review

Managed Futures Research: A Composite CTA Performance Review

2012 ◽  
Vol 15 (3) ◽  
pp. 32-61 ◽  
Author(s):  
Thomas Schneeweis ◽  
Richard Spurgin ◽  
Edward Szado
Keyword(s):  
Managed Futures ◽  
Performance Review ◽  
Futures Research

Managed Futures Research: A Composite CTA Performance Review

CFA Digest ◽  
2013 ◽  
Vol 43 (3) ◽  
Author(s):  
Gregory G. Gocek
Keyword(s):  
Managed Futures ◽  
Performance Review ◽  
Futures Research

Success Strategies: Implementing the Professional Performance Review Process for School-Based Speech-Language Pathologists

2009 ◽  
Vol 19 (1) ◽  
pp. 4-9
Author(s):  
Jill Parmenter ◽  
Sheryl Amaral ◽  
Julia Jackson
Keyword(s):  
Review Process ◽  
Successful Implementation ◽  
Speech Language Pathologists ◽  
Self Advocacy ◽  
Professional Performance ◽  
Performance Review ◽  
Roles And Responsibilities ◽  
Speech Language Pathologist ◽  
School Based ◽  
Review Management

Abstract The Professional Performance Review Process for School-Based Speech-Language Pathologists (PPRP) (ASHA, 2006) was developed in response to the need for a performance review tool that fits school district requirements for performance review management while addressing the specific roles and responsibilities of a school-based speech-language pathologist (ASHA, 2006). This article will examine the purpose and components of the PPRP. A description of its use as a tool for self-advocacy will be discussed. Strategies for successful implementation of the PPRP will be explained using insight from speech-language pathologists and other professionals familiar with the PPRP.

Managed Futures and Hedge Fund Investment for Downside Equity Risk Management

CFA Digest ◽  
1997 ◽  
Vol 27 (2) ◽  
pp. 54-56
Author(s):  
Johann de Villiers
Keyword(s):  
Risk Management ◽  
Hedge Fund ◽  
Managed Futures ◽  
Equity Risk ◽  
Fund Investment

Cost and Performance Review of Electrical Resistance Heating (ERH) for Source Treatment

2007 ◽  
Author(s):  
Arun Gavaskar ◽  
Mohit Bhargava ◽  
Wendy Condit
Keyword(s):  
Electrical Resistance ◽  
Resistance Heating ◽  
Performance Review ◽  
Electrical Resistance Heating ◽  
And Performance

TanDEM-X DEM: Comparative performance review employing LIDAR data and DSMs

2020 ◽  
Vol 160 ◽  
pp. 33-50 ◽  
Author(s):  
Dimitra I. Vassilaki ◽  
Athanassios A. Stamos
Keyword(s):  
Lidar Data ◽  
Comparative Performance ◽  
Performance Review

scholarly journals Can Economic Factors Improve Momentum Trading Strategies? The Case of Managed Futures during the COVID-19 Pandemic

Economies ◽  
2021 ◽  
Vol 9 (2) ◽  
pp. 86
Author(s):  
Renata Guobužaitė ◽  
Deimantė Teresienė
Keyword(s):  
Financial Markets ◽  
Risk Premium ◽  
Trading Strategies ◽  
Economic Factors ◽  
Momentum Strategies ◽  
New Approach ◽  
Managed Futures ◽  
Asset Classes ◽  
Momentum Trading ◽  
Insight Into

Systematic momentum trading is a prevalent risk premium strategy in different portfolios. This paper focuses on the performance of the managed futures strategy based on the momentum signal across different economic regimes, focusing on the COVID-19 pandemic period. COVID-19 had a solid but short-lived impact on financial markets, and therefore gives a unique insight into momentum strategies’ performance during such critical moments of market stress. We offer a new approach to implementing momentum strategies by adding macroeconomic variables to the model. We test a managed futures strategy’s performance with a well-diversified futures portfolio across different asset classes. The research concludes that constructing a portfolio based on academically/economically sound momentum signals with its allocation timing based on broader economic factors significantly improves managed futures strategies and adds significant diversification benefits to the investors’ portfolios.

scholarly journals A comprehensive KPI network for the performance measurement and management in global production networks

2021 ◽  
Author(s):  
B. Verhaelen ◽  
F. Mayer ◽  
S. Peukert ◽  
G. Lanza
Keyword(s):  
Performance Measurement ◽  
Corporate Strategy ◽  
Performance Indicator ◽  
Production Network ◽  
Manufacturing Companies ◽  
Production Networks ◽  
Global Production Networks ◽  
Performance Review ◽  
And Performance ◽  
Corporate Level

AbstractThe trend of globalization has led to a structural change in the sales and procurement markets of manufacturing companies in recent decades. In order not to be left behind by this change, companies have internationalized their production structures. Global production networks with diverse supply and service interdependencies are the result. However, the management of global production networks is highly complex. Key performance indicator (KPI) networks already exist at the corporate level and site level to support the management of complex systems. However, such KPI networks are not yet available to support the management of entire production networks. In this article, a KPI network for global production networks is presented, which links the key figures of the site level and the corporate level. By integrating both levels into a comprehensive KPI network, cause and effect relationship between the production-related KPIs and the strategic KPIs of a corporate strategy become transparent. To this end, this KPI network is integrated into a Performance Measurement and Management (PMM) methodology. This methodology consists of three phases: performance planning, performance improvement, and performance review. For testing the practical suitability, the PMM methodology is applied to the production network of an automotive supplier using a simulation model to estimate the effects of proposed improvement actions of the methodology.

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