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Alternative Market Briefing

Opalesque Exclusive: CTAs urged to fine-tune teamwork portfolio strategy to deliver more - Newedge

Friday, November 06, 2009

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 ......................

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