Thu, Oct 27, 2016
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Radio

"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)

Listen to the complete feature
"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 

Radio Link
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. David Einhorn speaks on passive investing, Mylan, his cheapest stock, the Fed[more]

    From Greenlight Capital hedge fund manager David Einhorn (Trades, Portfolio) joined nine other famed investors on Tuesday to talk about stocks at the annual Great Investors’ Best Ideas Investment Symposium in Dallas. Presenters at the annual conference typically pitch one or severa

  2. Investing - Fund set up to buy illiquid hedge fund stakes finds plenty of opportunities, Lansdowne's Roden says likes animal genetics company Genus[more]

    Fund set up to buy illiquid hedge fund stakes finds plenty of opportunities From As ValueWalk reported back in February, earlier this year Andrew Lawrence set out to raise $250 million to $500 million for a fund that will buy stakes in hedge funds that have suspended redem

  3. Opalesque Roundtable: Style drift, poor communications and credibility fatigue are biggest red flags for hedge funds investors[more]

    Komfie Manalo, Opalesque Asia: Style drift, poor communications and credibility fatigue are the biggest red flags for hedge funds investors, said participants of the latest 2016 Opalesque Investor Roundtable, sponso

  4. Barclay CTA Index down 0.40% in September (+0.10% YTD)[more]

    Managed futures traders lost 0.40% in September according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 0.10% year to date. “The US Fed, in spite of its hawkish tone, opted to hold rates steady which roiled financial markets,” says Sol Waksman, founder and president of BarclayHe

  5. Opalesque Exclusive: Meet Emma, your friendly A.I. helper[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Shaunka Khire, who co-designed an artificial intelligence (AI) robot called EMMA/MANSI, talks to Opalesque