Tue, Mar 3, 2015
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 - Seth Klarman of Baupost outlines his investment process as major stock market indices are stretched, Myriad hedge fund sold bulk of its Alibaba stake last year[more]

    Seth Klarman of Baupost outlines his investment process as major stock market indices are stretched From Valuewalk.com: As hedge fund manager Seth Klarman, leader of the $28 billion Baupost Group, reviews 2014 performance and considers investors gained near 7 percent on the year, he cons

  2. Investing - As rig count falls, hedge funds pile into long crude futures, Parus tactically shifts long/short exposure ratios, Mario Draghi outflanking Kuroda as bearish euro bets surge, Prime Capital’s 500.com bet derailed after 41% drop[more]

    As rig count falls, hedge funds pile into long crude futures From 247wallst.com: In the week ended February 27, the total number of rigs drilling for oil in the United States came in at 986, compared with 1,019 in the prior week and 1,430 a year ago. Including 281 other rigs mostly drill

  3. Opalesque Exclusive: dbSelect’s top ten FX strategies average almost 10% in January[more]

    Benedicte Gravrand, Opalesque Geneva: In one of Deutsche Asset & Wealth Management (AWM)’s hedge fund platforms, called dbSelect, a number of FX Strategies did very well in January. dbSelect is a managed investment platform for unf

  4. Opalesque Exclusive: SEC’s Mark J. Flannery warns hedge funds against valuation misconduct[more]

    Komfie Manalo, Opalesque Asia: Securities and Exchange Commission chief economist and director of Division of Economic and Risk Analysis (DERA) Mark J. Flannery has warned of the risks posed by market misconduct, particularly in the true valuation of assets by hedge fund managers. In his

  5. Dymon Asia's $3bn macro hedge fund lost 10.45% in January[more]

    From Reuters.com: Dymon Asia's $3.1 billion macro hedge fund lost 10.45 percent in January, performance data seen by Reuters showed, a month where many peers lost heavily after a surprise rise in the Swiss franc. Singapore-based Dymon, set up by Danny Yong, a former founding partner and chie