Managed futures etfs quant models within managed futures

Quant models within managed futures ETFs have recently adjusted weightings toward soft commodities, anticipating seasonal demand spikes. The ICE Coffee C futures contract rose 7% in two weeks, benefitting ETF NAV performance. Amplify CWP Enhanced Dividend Income ETF builds a diversified portfolio of U.S. stocks and then strategically writes covered calls. With today’s launch, Fidelity’s exchange-traded lineup consists of 79 ETFs and ETPs with $111 billion in assets under management In the past 30 days, volatility-adjusted Sharpe ratios for leading managed futures ETFs exceeded 0.9, compared to 0.4 for the S&P