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."
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Q1 - According to your research findings how do you define Emerging CTAs?
Criteria used and the relevance of due diligence
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?
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...
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?
Q5 - Why the preference for such an index - given the possibility of accessing the pool of emerging CTA managers via a managed account platform?
Q6 - Elaborate on the number of managers that will be included in the index?