Tue, Jun 18, 2019
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Shore: CTAs provide consistent returns despite uncertain markets

Friday, January 06, 2012

amb
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......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Study shows alignment between seeders and hedge fund managers is improving[more]

    B. G., Opalesque Geneva for New Managers: US law firm Seward & Kissel has just published its Seed Transaction

  2. Trends: Hedge funds increasingly ditching 2 and 20[more]

    Chronic lackluster performance is gradually pushing hedge funds away from the traditional "2 and 20" fee structure to other methods. This trend is emerging as hedge fund fees get squeezed across the board. Average management fees declined to a record low of 1.43% in the first quarter of 2018. N

  3. News Briefs: Selling a stake in a PE management company is fine, say LPs, depending on the GP's motivation, Investment companies need to reimagine for whom and how they create sustainable value, Does your portfolio need a quant fund?, Meet the power players at the SoftBank Vision Fund, 'Talking his own book': Hedge fund manager pans Eisman's short call[more]

    Selling a stake in a PE management company is fine, say LPs, depending on the GP's motivation Opalesque Industry Update - Two thirds of investors will support a GP decision to sell a stake in its management company if it is to facilitate generational change at the business or to strengt

  4. Investing: Hedge funds are very bullish on Lyft, Hedge fund manager Stanley Druckenmiller sells almost all stocks, Short-seller pain that began Monday just switched to a bloodbath, Josh Friedman, the hedge fund titan, is spending $1bn to short the commercial real estate market[more]

    Hedge funds are very bullish on Lyft From Yahoo: Billionaire hedge fund managers such as David Abrams, Steve Cohen and Stan Druckenmiller can generate millions or even billions of dollars every year by pinning down high-potential small-cap stocks and pouring cash into these candidates.

  5. PE/VC: Private equity raking over US-China trade war debris for bargains, Your next check could be cut from one of these atypical VC firms[more]

    Private equity raking over US-China trade war debris for bargains From Finance Asia: Disruption caused by the fractious relationship between the world's two biggest economies spells opportunity for the nimblest investors. Funds are looking to potentially bridge gaps in broken supply chain