Thu, Mar 23, 2017
A A A
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. Hedge fund liquidations in 2016 surpass 2009 levels, new launches decline[more]

    Benedicte Gravrand, Opalesque Geneva: Even as the hedge fund industry's total assets exceeded the $3tln milestone last year, hedge fund liquidations increased. So much so that 2016 had the highest number of liquidations since 2008, claims the latest HFR Market Microstructure Report, re

  2. Hedge funds find no joy in macro as returns lag Trump rally[more]

    From Gulfnews.com: In 2017, macro hedge funds were expected to shine. So far? Not so much. It's been a far from impressive first two months for funds that trade around macroeconomic events. Discretionary funds rose just 0.3 per cent through February, according to Hedge Fund Research Inc., while the

  3. Strategies - Billionaire investor Marc Lasry shares how he's playing markets right now, Classic models are failing FX hedge funds desperate for return[more]

    Billionaire investor Marc Lasry shares how he's playing markets right now From CNBC.com: Buy on the prospect of deregulation. Sell on the enactment of deregulation. That's the strategy that billionaire investor Marc Lasry is implementing, according to an interview with CNBC in Las Vegas

  4. Opalesque Exclusive: Aberdeen makes the case for the lower mid-market[more]

    Bailey McCann, Opalesque New York: Aberdeen Asset Management has released a new paper focused on lower mid-market private equity. According to the paper, this segment of the private equity market is gaining popularity with private equity investors that are looking for multiple expansion and less

  5. Hedge funds await outcome of French elections, feel pinch on lower oil prices & weak dollar[more]

    Komfie Manalo, Opalesque Asia: Hedge funds felt the pinch of lower oil prices and weak U.S. dollar as the Lyxor Hedge Fund Index was marginally down as of the week ending 14 March, Lyxor Asset Management said in its Weekly Briefing. The Lyxor He