Mon, Oct 20, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Investors want alpha to go with uncorrelated volatility

Thursday, November 28, 2013

Beverly Chandler, Opalesque London:

The Opalesque 2013 Chicago Roundtable, sponsored by FfastFill, Eurex and Taussig Capital saw delegates discussing the latest state of play for the CTA strategy.

Emil van Essen CEO and CIO, Emil van Essen CTA declared that he was in favour of commodities. "We have been launching new products in that area. I think there has been an evolution over the last decade from a big rush into passive long only commodities to active alpha generating strategies, and eventually to long/short" he said.

"I think everybody realizes the diversification benefits of commodities, but investors today decide at some point they also want some alpha to go along with all that non-correlated volatility. That is what we are trying to provide."

In terms of style, Van Essen commented on a trend which has a combination of discretionary and systematic. "Possibly pure static systematic models have become a little bit problematic" he said. "In today's information age things tend to evolve and change much faster, and alpha generating strategies tend to disseminate much quicker. Very quickly, everybody jumps on them, and then all of a sudden they don't work as well."

Van Es......................

To view our full article Click here

Banner

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. Opalesque Roundtable: Where are all the good ESG hedge funds?[more]

    Benedicte Gravrand, Opalesque Geneva: What are the benefits of sustainable investing? Many pension funds look to focus on that angle to reflect their company’s good governance, but face many challenges while doing that. A portfolio manager at Univest, a large Dutch pension fund, discusses this is

  2. Bill Gross gives his first investment outlook for Janus fund[more]

    Bill Gross strikes a gloomy tone in his first note to investors at his new gig at Janus Capital. Bill Gross, the renowned bond fund manger, struck a pessimistic chord in his first note to investors at his new gig at Janus Capital. His notes, usually full of silly commentary and upbeat advice, took a

  3. Investing - Big investors move to shore up Fannie, Freddie trade, Two hedge funds eye $1bn support to Sahara to secure Subrata Roy's release[more]

    Big investors move to shore up Fannie, Freddie trade From Forbes.com: Two of the nation’s most prominent investors who have been leading the charge to make a big score out of the shares of Fannie Mae and Freddie Mac moved on Friday to shore up shares of the mortgage giants that plunged r

  4. Opalesque Exclusive: What's next for trend followers?[more]

    Bailey McCann, Opalesque New York: New research out from Ibbotson touches on a key debate happening among investors and fund managers, specifically whether long term trend followers can survive in the new

  5. Hedge funds post negative returns in the third quarter[more]

    Bailey McCann, Opalesque New York: Q3 hedge fund returns were negative, marking the industry's first quarterly decline since Q2 2013 according to the latest hedge fund data from eVestment. Emerging markets saw losses more than twice that of developed markets. Declines from funds investing in