Wed, Jan 18, 2017
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

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