FMDR: Grants for Managed Derivatives Research

The Foundation for Managed Derivatives Research (FMDR) is particularly interested in funding research that will enrich the body of knowledge in the field of managed derivatives and which will have far-reaching application or impact on the managed futures community.

Key areas of interest include:

• The role of managed futures funds, pools, managers of portfolios within the overall investment mix: return/ risk characteristics; correlation with other asset classes; efficient; etc.
   

• The source of returns from managed futures/derivatives: inherent returns; risk premia; business cycle; inflation or other economic factors.
   

• Performance persistence for managed futures advisors; criteria for selection of advisors based on past performance.
   

• Portfolio issues: fully diversified vs. sector specific managed derivatives portfolios; multi-manager funds vs. single advisor funds; discretionary vs. systematic trading; the impact of size on performance.

The Foundation is looking for applications that:

• Advance the body of knowledge about the industry.
   

• Demonstrate tools or methodologies that can be utilized broadly throughout the industry.
   

• Will make a positive contribution to the managed futures industry and its understanding of itself and its role and image within the broader investment community.
   

• Combine FMDR resources with additional sources of support.
   

• Can be published in professional journals.

Amount: Typical grants under this program will range from $5,000 to $25,000

Deadline: Grant application is a two-step process. A letter of inquiry must be sent to the Foundation. If the program described in your letter of inquiry meets the Foundation's guidelines and purposes, you will be invited to submit a full proposal. Grant selection is an on-going process.

For further information, visit: http://www.mfainfo.org/subsecobtgrafrm.htm