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Alternative Market Briefing

Shore: CTAs provide consistent returns despite uncertain markets

Friday, January 06, 2012

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Mark Shore
Bailey McCann, Opalesque New York

Mark Shore is an expert in managed futures. He has a background as a CTA manager for Morgan Stanley and as a risk management professional for Octane Research. He has also created a course covering managed futures at the Chicago-based DePaul University. He was recently interviewed by Mark Melin, editor of OFI and OFS, for the first Opalesque Uncorrelated Investments Show.

Decoding CTA myths

A lot of myth surrounds the managed futures arena, according to Shore. "Historically there has always been this view that the CTAs were not going to open up about their strategies. However, a lot of them will actually talk about it." This represents a shift from previous understandings of CTAs as keepers of closed black box strategies.

Shore explains that growth in the industry may be the reason why CTAs are being more open about their methods. "The assets under management, even from a year ago are up to $320bn from $260bn. If you look at managed futures as a strategy along with all the other hedge fund strategies, there are more assets within managed futures than there is in the other strategies."

He notes that investors are asking CTAs to open up. As in......................

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