IASG

IASG Manager Badges recognize programs that meet specific performance and operational criteria.

A simple way to identify managers who have cleared a defined bar is built into the platform.

Learn more on IASG.

We're expanding the manager universe on the IASG platform.

If you manage a systematic or fundamentally driven strategy trading liquid markets, we'd like to review your tearsheet.
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Did you know IASG publishes proprietary indexes tracking managed futures performance?

They provide a transparent benchmark for evaluating manager results in context.

Explore the IASG Indexes.

What happens when futures exchanges, sportsbooks, and fintech platforms begin competing for the same customers?

Prediction markets may be the answer.

As these markets evolve, the lines between investing, hedging, and speculation continue to blur.

https://www.iasg.com/blog/2026/06/26/predicting-everything-at-the-cme

Myth #1: Negative correlation ≠ one investment up, one investment down.

It means returns don't move together all the time, a key concept behind diversification.

Understanding performance is only part of monitoring a managed futures portfolio. Understanding the reports behind that performance is equally important.

FCM statements contain critical information about positions, margin usage, account balances, open trade equity, and currency exposure. Yet many investors only glance at the bottom-line account value.

In our latest article, we walk through the key components of a futures account statement and highlight what investors should be reviewing on a regular basis.

Read the full article: https://www.iasg.com/blog/2026/06/01/how-to-read-your-fcm-statement

The managed futures landscape continues to evolve, and so do the tools and resources supporting it.

IASG continues to expand its platform to provide research-driven insights and technology-focused resources for the managed futures industry.

https://www.iasg.com/about

The futures industry has spent decades innovating around speed, technology, and access.

Now it’s evolving in another important way: contract size.

Micro and mini futures contracts are opening the door for more precise risk management, greater flexibility, and broader participation across the futures landscape.

IASG’s Greg Taunt explores why smaller contracts are gaining traction and how they may reshape the way investors and advisors approach portfolio construction.

🔗 Read the full article:
https://www.iasg.com/blog/2026/05/06/shrinking-futures-contracts-why-smaller-is-better

Even Warren Buffett, who resisted stock splits for 30+ years, eventually launched Berkshire Class B at 1/1500 the size of Class A. Today, the smaller version trades 500x the daily volume of the larger.

Futures markets are running the same play on a much faster cycle. As the S&P and gold have outgrown their original contract sizes, CME has rolled out mini and micro contracts that bring precise position sizing to allocators who'd otherwise be stuck with clumsy round-number exposures.

A Micro E-mini S&P today has a notional of ~$35k, roughly the size of the original full-size S&P contract from 1982, despite being 50x smaller. The original "big" contract now exceeds $1.75M.

What this means for your allocation, plus what's coming from CME (including the new QSPX):

Shrinking Futures Contracts: Why Smaller Is Better Outside of Warren Buffett, most companies actively endeavor to keep the price of shares reasonable for a wide audience, which can increase adoption rates and make their stock more desirable. Futures markets run into similar constraints. As contract values grow, they become harder to trade. Just like...

The Masters just wrapped... and Greg Taunt noticed the same pattern investors should care about.

The favorites (Rory, Scottie) took the top two spots, as expected. Consistency over time is rare in golf, and it's rare in trading too. That's why, at IASG, we typically recommend a 3-to-5-year horizon when allocating to CTAs... long enough for programs to prove themselves across different market cycles.

Greg's latest piece walks through how building a CTA portfolio mirrors picking a Master's roster: the heavyweights, the contenders, the rising talent, and the cautionary tales every investor should know.

Read it here:

Choosing a Masters and Trading Winners With the conclusion of the 90th Masters Tournament, it struck me how much selecting a winner mirrors choosing a CTA for an investment portfolio. In any single tournament, a long-shot player can steal the show and post a career-defining victory. Yet the managers who deliver the most reliable long-ter...