Wed, May 27, 2015
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. News Briefs - Ergen says LightSquared plan unfairly favors hedge funds, Why hedge fund managers make good advisory clients, I learned a lot about dad-bros after spending 4 days in Vegas with 2,000 hedge funders[more]

    Ergen says LightSquared plan unfairly favors hedge funds LightSquared Inc.’s bankruptcy plan gives hedge funds that invested in the broadband company a leg up while blocking telecommunications firms from competing with it, a fund owned by Dish Network Corp. Chairman Charles Ergen said in

  2. Opalesque Exclusive: SEC approves proposed changes to Form ADV, '40 Act - comment period to follow[more]

    Bailey McCann, Opalesque New York: Hedge funds and providers of liquid alternatives will want to pay close attention to proposed reforms approved by the SEC yesterday. The changes will require more frequent reporting, as well as a closer look into social media, liquid alternative strategies, and

  3. Investing - Hedge funds buy swathes of foreclosed subprimes, force up rents, float rent-bonds, Hedge funds buy Actavis, Valeant. ETFs join the party, The most loved biotechs of big hedge funds, Stocks to buy ... according to hedge funds, Atlantic City bond offering attracts hedge funds as buyers, Okumus Fund Management discloses huge new Ascent Capital Group stake[more]

    Hedge funds buy swathes of foreclosed subprimes, force up rents, float rent-bonds From Boingboing.com: When a giant hedge fund is bidding on all the foreclosed houses in a poor neighborhood, living humans don't stand a chance -- but that's OK, because rapacious investors make great landl

  4. Institutions - Institutional investors turn to real estate, planes, Assets at Boston’s five biggest family nonprofits rise to $3.5bn[more]

    Institutional investors turn to real estate, planes From Joins.com: The National Pension Service and domestic emerging market specialists who did not know where to invest in a low interest rate environment are turning to other investments like the blue-chip real estate market abroad.

  5. Opalesque Exclusive: A lot of hedge fund investors are beginning to recognise the need for ongoing cyber threats monitoring[more]

    Benedicte Gravrand, Opalesque Geneva: Corporate Resolutions Inc. recently formed a strategic partnership with iThreat Cyber Group. The two companies have worked together for years, assisting clients when challenging