Thu, May 5, 2016
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. Third Point calls Q1 "catastrophic" for hedge funds[more]

    Bailey McCann, Opalesque New York: The first quarter of this year was rocky for hedge funds based on aggregate performance from the industry, but now we are beginning to hear what the managers thought of it as quarterly letters make their way to investors. Dan Loeb, CEO of New York-based $17 bill

  2. Hedge funds see $14.3bn outflows in Q1, CTAs and multi-strategy lead net inflows[more]

    Komfie Manalo, Opalesque Asia: The hedge fund industry saw net outflows of investor capital in the first quarter of the year, totaling $14.3bn, data from Preqin showed. This continues from the $8.9bn overall net outflows that funds recorded in Q4

  3. Asia - Stabilization of China's capital outflows may hinge on Janet Yellen, Fink says China to do well this year as bubble threat postponed, Chinese hedge fund to invest in India’s infrastructure[more]

    Stabilization of China's capital outflows may hinge on Janet Yellen From Bloomberg.com: Whether China’s recent stabilization of its currency and capital outflows continues -- or downside pressure reignites -- may hinge in large part on Janet Yellen. If the Federal Reserve chair sticks to

  4. …And Finally - After all, judges are human too[more]

    From Newsoftheweird.com: In March, one District of Columbia government administrative law judge was charged with misdemeanor assault on another. Judge Sharon Goodie said she wanted to give Judge Joan Davenport some files, but Davenport, in her office, would not answer the door. Goodie said once the

  5. Comment - Unmasking the men behind Zero Hedge, Wall Street's renegade blog[more]

    From Bloomberg.com: Colin Lokey, also known as "Tyler Durden," is breaking the first rule of Fight Club: You do not talk about Fight Club. He’s also breaking the second rule of Fight Club. (See the first rule.) After more than a year writing for the financial website Zero Hedge under the n