Sun, May 1, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

As CTAs evolve, specialists focus on a new high tech niche

Thursday, December 05, 2013

amb
Mikael Stenbom
Bailey McCann, Opalesque New York:

CTAs have had a rough couple of years. Close watchers of the group will note that this happens every so often based on the uncorrelated nature of those funds. For investors though, it can be difficult to tell that and discern who will be the winners when things start to take off. Swedish firm RPM Risk & Portfolio Management (RPM), has developed its own method for evaluating CTAs. RPM founder Mikael Stenbom recently spoke with Opalesque TV about that method and how his business has evolved.

"I think that today we are widely recognized as CTA specialist, and as a CTA specialist we have broadly speaking two lines of business. The first one and the original one is one where we build multi-manager portfolios and investment vehicles for larger investors," he explains. "The second line of business that we pursue is one of risk management or risk monitoring, where we offer third parties risk management services. "

RPM has approximately $3bn in assets under management, and has allocated to roughly 50 funds. A high percentage of those allocations – some 35 managers in all have been evolving managers.

"CTAs are a rather unique breed of asset managers, since they are for the most part systematic or at least very disciplined," Stenbom says. "This fact puts them in unique position to profit from inefficiencies ......................

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. 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

  2. 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

  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