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By Christine Gaylican, Opalesque Asia:
Damien Hatfield, founder of Sydney-based Hatfield Advisors, recently wrote in a commentary that CTAs should be more straightforward in explaining what they do.
The Newedge Group tried to minimise all the head-spinning technicalities about strategies in choosing the best managers and their portfolio-building strategies with its latest study, “A New Look at Building Teamwork Portfolios.”
CTAs should strike a balance between correlations and Sharpe ratios
The study is actually a review of its Nov-2007 work, “Superstars ...................... To view our full article Click here
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