Wed, Jan 18, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Citi Prime Finance releases new survey of Liquid CTAs, Macro strategies

Wednesday, June 13, 2012

Bailey McCann, Opalesque, New York: Citi Prime Finance has released a new white paper that illustrates the result of a recent survey conducted by the firm on the Liquid CTA/Macro parts of the industry. The strategies have become a core portfolio component for institutional investors looking to diversify their portfolio risk and capture an alternate return stream, especially since the 2008 crash.

The U.S. Business Advisory and Futures Research team's new industry survey, "Moving into the Mainstream: Liquid CTA/Macro Strategies and Their Role in Providing Portfolio Diversification" is the result of a series of qualitative interviews conducted with an audience of CTAs, hedge fund managers focused on highly liquid macro strategies, investors, and other participants involved with allocating to these strategies. Investor participants were surveyed to determine the key factors and trends that have emerged within the Liquid CTA/Macro manager landscape.

Report data shows that systematic strategies have been gaining traction over their discretionary counterparts. This has been further supported by the expansion in the number of available futures, options and OTC FX, providing increased capacity for firms offering these strategies. Managers' multi-layered distribution and institutional platforms are also helping to push the industry away from expert-driven offerings a n......................

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. Southpoint Capital gains 3.8% in Q3, bringing year-to-date returns to 5.2%[more]

    From Valuewalk.com: Southpoint Capital Advisors, the $3 billion New York hedge fund founded by former employees of David Einhorn’s Greenlight Capital, added 3.8% net during the third quarter of 2016, bringing year-to-date returns to 5.2% and cumulative returns since inception (July 2004) of 237.4% a

  2. The Big Picture: The case for emerging market debt in 2017[more]

    Benedicte Gravrand, Opalesque Geneva: Emerging market (EM) assets outperformed in 2016 mainly because of stronger fundamentals and an improving international environment, with GDP picking up speed, leading to positive earnings revisions for the first time in five years,

  3. Short Selling - Long-short hedge funds are ditching the shorts to focus on longs[more]

    From Bloomberg.com: What happens when you take the "short" out of a long-short trading strategy? Some hedge funds are about to find out. Equity long-short fund managers, the biggest category in hedge funds, hold the fewest bearish stock bets on record, data compiled by Credit Suisse Group AG s

  4. SWFs - China sovereign wealth fund CIC plans more U.S. investments[more]

    From Reuters.com: China Investment Corporation (CIC), the country's sovereign wealth fund, is looking to raise alternative investments in the United States due to low returns in public markets, its chairman said on Monday. CIC will boost its investments in private equity and hedge funds as wel

  5. Some hedge funds strong start in 2017 nice contrast to 2016[more]

    With the 2016 HSBC Hedge Weekly performance rankings in the books - a year in which the same leader-board entries pretty much dominated unchallenged throughout the year - comes a new leader board that is a hard-scrabble mix of hedge fund styles and categories. What is clear after but a few short wee