Browsing: CTAs

Posts Tagged ‘ CTAs ’

Hedge Funds Arms Race for Alpha

Aug 10th, 2018 | Filed under: Newly Added, Consultants, Hedge Fund Strategies, The A.I. Industry, Institutional Investing, Hedge Funds, Commodities, Endowments & Foundations, Institutional Asset Management

By Don Steinbrugge It is no secret that the vast majority of investors, including hedge funds managers, have underperformed market indices over time. However, some managers have distinguished themselves generating very strong risk adjusted returns. Outperforming an index requires an information advantage over what is broadly available in market.  ItRead More


What CTAs Think about Bitcoin Futures

Jan 25th, 2018 | Filed under: Newly Added, Currencies, CTA, Emerging Alternative Investments, The Global Economy & Currencies, Digital currencies, Commodities, Macro and Managed Futures Funds, Finance & Economics, Other Topics in A.I.

A new BarclayHedge study indicates that the majority of commodity trading advisers surveyed are unenthusiastic about the new Bitcoin futures. Specifically, asked “do you consider Bitcoin futures to be a valuable/useful addition to a diversified futures portfolio?” nearly three quarters (73%) said “no.” The sample for this survey included firmsRead More


How Do They Get Those Non-Correlated Returns?

May 30th, 2017 | Filed under: Newly Added, Due Diligence Process, Investing in Commodities, Commodities, Risk Management & Operations

In a recent paper Mark Shore, of Shore Capital Management, has discussed overlaying of strategies in managed futures, saying that it is something he covers in his course on managed futures at DePaul, but that in general it “is not discussed as much as it should be.” Behind that question,Read More


Eurekahedge: From Latin America to Middle Earth 

Mar 20th, 2016 | Filed under: Newly Added, Performance, Analytics & Metrics, CTA, Hedge Funds, Macro and Managed Futures Funds, Allocating to A.I.

The latest report from Eurekahedge tells us that hedge funds worldwide are down year-to-date through February, -1.27 percent. Dividing the industry by geographic mandates, Latin America is the only region to post YTD gains, +1.9% due to a rally in oil and commodities. Table 1, adapted from the report below,Read More


When an allocator calls: Best Practices for a CTA’s back office

Mar 9th, 2016 | Filed under: Newly Added, CTA, The A.I. Industry, Investing in Commodities, Hedge Funds, Commodities, Macro and Managed Futures Funds

By Dana Comolli, president, DMAXX LLC Every trader who has tried to raise money knows the drill from investors: yes we want to know about your performance, but also, explain in detail your back office (infrastructure, organization). Most allocators come with pages of checklists and expect the manager to beRead More


The Core Satellite Model: How to Cut Hedge Fund Fees in Half Part II

Jun 25th, 2015 | Filed under: Hedge Fund Industry Trends, Performance, Analytics & Metrics, Alpha Hunters, Alpha Strategies, Alpha Seekers, Fees

Andrew Beer continues his discussion on slashing hedge fund fees without burning yourself or your clients.Read More


Are CTAs mumbo jumbo or additive for a diversified hedge fund portfolio?

Jun 9th, 2015 | Filed under: Hedge Fund Industry Trends, Commodities, Hedge Fund Strategies

Guest columnist Don Steinbrugge looks at the value of trend-following CTAs in a portfolio.Read More


Citi: Systematic Component in CTAs Dominate over Discretionary Bits

Jul 24th, 2012 | Filed under: Commodities, Algorithmic and high-frequency trading, CTA

There has been a perhaps-unexpected consequence of the disappearance of the old-fashioned floor traders. Floor trading used to serve as a training regimen, "from which many of the industry's leading discretionary traders originated." Without the floors, the talent pool has dried up.Read More