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Professional Organizations

Futures Industry Association (FIA)
www.futuresindustry.org
Managed Funds Association (MFA)
www.mfainfo.org
Alternative Investment Management Association (AIMA)
www.aima.org

Regulatory Agencies

Commodity Futures Trading Commission (CFTC)
www.cftc.gov
National Futures Association (NFA)
www.nfa.futures.org
Securities & Exchange Commission (SEC)
www.sec.gov

U.S. Futures Exchanges

New York Board of Trade (NYBOT)
www.nybot.com
New York Mercantile Exchange (NYMEX)
www.nymex.com
Chicago Board of Trade (CBOT)
www.cbot.com
Chicago Mercantile Exchange
(CME Group Managed Futures Resource Center)
www.cmegroup.com/mf

The Microstructure of the ‘Flash Crash’: Flow Toxicity, Liquidity Crashes and the Probability of Informed Trading

by David Easley, Marcos M. Lopez de Prado, Maureen O’Hara

A Quantitative Approach to Tactical Asset Allocation

by Mebane T. Faber

The Sharpe Ratio Efficient Frontier

by David H. Bailey, Marcos M. Lopez de Prado

Flow Toxicity and Liquidity in a High Frequency World

by David Easley, Marcos M. Lopez de Prado, Maureen O’Hara

High-Frequency Trading

by Peter Gomber, Björn Arndt, Marco Lutat, Tim Uhle

The Drunkard’s Walk by Leonard Mlodinow

In The Drunkard’s Walk Leonard Mlodinow provides readers with a wonderfully readable guide to how the mathematical laws of randomness affect our lives.

“Future Babble” by Dan Gardner

Markets are machines for creating uncertainty, so finance is very problematic for prediction.

This interview with the author is about 14 minutes long (youtube.com).

“A Practical Guide to Risk Management” by Thomas S. Coleman

Research Foundation Publications (July 2011)

The Flaw of Averages by sam L.Savage

While the electronic spreadsheet brought the power of business modeling to tens of millions, in so doing, it also paved the way for an epidemic of what Sam Savage calls the Flaw of Averages.

The Impact of Algorithmic Trading by Yan Ohayon

Presentation about Algorithmic Trading on TEDxConcordia event.

CFA INSTITUTE

Webcasts & Podcasts Keep up with industry luminaries and topical experts through the numerous multimedia products CFA Institute produces each year.

MANAGED FUTURES

View a brief video on the advantages of adding managed futures to a traditional stock portfolio. Find out how you may be able to lower risk and increase profitability. Click on the icon below

 

 

GUIDE TO FUTURES

A Trader’s Guide to Futures – An introductory guide to trading futures. If you’re a trader who is interested in branching out from equities or cash FX into futures, this guide will provide a great starting point. If you already know something about futures trading, you can jump to any chapter for a review or to the back of the booklet and test your knowledge in our Futures Quiz.

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