16.06.2009 Opalesque Exclusive: CTAs expected to recover from their YTD slump, Paper: How managed futures can help portfolios
Opalesque Exclusive: CTAs expected to recover from their YTD slump By Benedicte Gravrand, Opalesque London:

2008 was great for Commodity Trading Advisers (CTAs), and showed that a good level of volatility can be positive (not forgetting Madoff’s funds which had no volatility). It was said at ‘The Battle of the Quants III’ conference in London on Friday that CTAs are a numbers’ game, a process

Article source: http://www.pionline.com/apps/pbcs.dll/article?AID=/20090615/PRINTSUB/306159979&nocache=1&nocache=1 - Opalesque is not responsible for the content of external internet sites
Print