02.07.2013 Opalesque Exclusive: New papers from Newedge and Altegris seek to explain the extended drawdown in managed futures strategy
Beverly Chandler, Opalesque London:

James Skeggs, global co-head of the advisory group at Newedge and senior director of Alternative Investment Solutions presented his latest research paper on managed futures industry capacity and its effect on CTA returns at the Emerging Manager Forum in London last week.

This paper came at a time when CTAs and the managed futures sector have been struggl

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