First Trust Managed Futures Strategy Fund (FMF US) – Portfolio Construction MethodologyThe investment process governing the actively managed First Trust Managed Futures Strategy Fund seeks positive returns uncorrelated to broad equity or bond markets by taking long and short positions across exchange-listed futures spanning equity indexes, rates, currencies and, via a wholly owned Cayman subsidiary (≤25% of assets), commodities. Positioning is driven by a mix of qualitative and quantitative signals indicati ...