Tue, Sep 16, 2014
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. Investing - Big hedge funds show interest in Alibaba, Maglan joins other hedge funds in rush to Argentinian assets[more]

    Big hedge funds show interest in Alibaba From Hereisthecity.com: …Three other major hedge fund investors who have shown interest in the IPO are Dan Loeb of Third Point, David Tepper of Appaloosa Management and Dan Benton of Andor Capital Management. All three were among the roughly 800 p

  2. Investors looking at other sources for hedge fund-like returns[more]

    Komfie Manalo, Opalesque Asia: Investors who are always on the lookout for higher gains are looking at alternative sources of income, particularly exchange-traded fund industry that generates hedge fund-like returns, according to

  3. …And Finally – Immature[more]

    From Newsoftheweird.com: Princeton University professor John Mulvey, 67 (who teaches financial engineering applications), was charged in July with stealing 21 yard signs around the town of Princeton -- signs for a computer repair business owned by a man with whom he was feuding. Nathan McCoy,

  4. Investors move capital out of Scotland ahead of referendum[more]

    Benedicte Gravrand, Opalesque Geneva: Ahead of Scotland’s independence referendum on September 18, asset managers, investors and pension savers are moving billions of pounds out of the country,

  5. Indices - Greenwich Global Hedge Fund Index up 1.57% in August (+4.22% YTD), Eurekahedge Hedge Fund Index rebounds in August gaining 1.36% (4.22%), Lyxor Hedge Fund Index was up 0.9% in August (YTD +1.7%)[more]

    Greenwich Global Hedge Fund Index up 1.57% in August (+4.22% YTD) The Greenwich Global Hedge Fund Index ended the month of August up +1.57%. Equity markets were up in August with the MSCI World Index up +2.00%. This was primarily driven by the performance of the S&P 500 which was up +4.