Sat, Sep 23, 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. iCapital Network enters deal to acquire innovative U.S. private equity access fund platform from Deutsche Bank[more]

    Komfie Manalo, Opalesque Asia: Financial technology platform iCapital Network has entered into a definitive purchase agreement to acquire the US Private Equi

  2. Asia - Hedge funds used to love shorting China. Now, not so much, Fledgling China FoFs require careful use: NCSSF, Amac, Japanese banks turn to PE, hedge funds for returns[more]

    Hedge funds used to love shorting China. Now, not so much From Bloomberg.com: A sharp devaluation. A credit crisis. And an economic hard landing. That's what some of the biggest names in the hedge fund industry were predicting for China after the nation's stocks and currency tumbled in 2

  3. Launches - Orchard launches new credit platform, ETN based on hedge fund to launch on the LSE[more]

    Orchard launches new credit platform Orchard Platform has rolled out Deals as a part of its new platform launch. With the addition of Deals to their suite of technology solutions for loan originators and institutional investors, Orchard Platform takes the next step in their evolution. De

  4. Neuberger Berman closes $1.1bn Credit Opportunities Fund[more]

    Neuberger Berman, a private, independent, employee-owned investment manager, announced that NB Private Equity Credit Opportunities Fund LP closed on $1.1 billion of limited partner commitments. The Fund seeks to invest in the secured and unsecured debt of private equity-backed companies, primarily i

  5. Capital Dynamics launches mid-market private credit business[more]

    Capital Dynamics, a global private asset manager, has launched a dedicated Private Credit Asset Management business. Experienced industry executives Jens Ernberg and Thomas Hall have joined Capital Dynamics to co-lead the company's new private credit initiative. They are based in Capital Dynamics' N