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"The Case for an Emerging CTA Index"
Radio Feature 21: Ranjan Bhaduri in conversation with Sona Blessing
 
Friday, July 08, 2011

radio Based on extensive research they have conducted, Ranjan Bhaduri, Chief Research Officer and Global Head of Research at AlphaMetrix Alternative Investment Advisors is going to talk us through "The Case for an Emerging CTA Index."

 Download this feature as MP3 (7.11 MB)

 
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"The Case for an Emerging CTA Index"

Duration: 07:45 

 

Or listen to selected sub-features
  • Q1 - According to your research findings how do you define Emerging CTAs?
    Criteria used and the relevance of due diligence

    Duration: 02:07 


  • Q2 - Is the process systematic? Does the algo data mine to arrive, if you will, at the best fit risk-return profile for a point in time?

    Duration: 00:55 


  • Q3 - How do you ensure that the performance from these managers is not being cancelled out?
    For e.g. depending on the point within the market cycle for e.g. could the index be heavily invested in contrarian CTAs...

    Duration: 01:03 


  • Q4 - Based on your research, how long (on average) should an investor be invested for to optimise their potential returns? Place in a portfolio for such an index and the role it could play?

    Duration: 01:50 


  • Q5 - Why the preference for such an index - given the possibility of accessing the pool of emerging CTA managers via a managed account platform?

    Duration: 00:42 


  • Q6 - Elaborate on the number of managers that will be included in the index?

    Duration: 01:06 



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