- Advertisement -

Related

HedgeNordic CTA Roundtable 2016

- Advertisement -

Stockholm (HedgeNordic) – For CTAs and quant macro strategies, 2016 was another challenging year. Generally, the strategy group benefited from external market shocks such as worries over China in the beginning of the year and from the fallout of the UK referendum translating into a “Brexit” vote in June. However, rising bond yields in the second half of the year weighed on performance.

In order to shed some more light on the recent development of the CTA industry, HedgeNordic gathered industry experts, CTAs/quant macro managers and Nordic allocators alike, to a roundtable session in Stockholm on December 15, 2016.

The unique blend of world leading quant strategy hedge fund managers and prominent Nordic institutional allocators provided for a fruitful discussion spanning over a wide range of subjects including recent industry performance (or the lack thereof), technological advances and its impact on CTA strategies, trends seen among investors and the fee pressures put on hedge fund strategies and CTAs, and the outlook for the strategy in an environment of zero or negative interest rates. Participating in the discussion were representatives of  Lynx, Aspect, Winton, DUNN, Efficient, AP1, AltoCumulus, RPM, IPM,Movestic, SMN and Estlander & Partners.


Enjoy reading our unique insights from leading hedge fund industry experts. Access the transcript here:

CTA Roundtable 2016

Subscribe to HedgeBrev, HedgeNordic’s weekly newsletter, and never miss the latest news!

Our newsletter is sent once a week, every Friday.

Jonathan Furelid
Jonathan Furelid
Jonathan Furelid is editor and hedge fund analyst at HedgeNordic. Having a background allocating institutional portfolios of systematic strategies at CTA-specialist RPM Risk & Portfolio Management, Mr. Furelid’s focus areas include sytematic macro and CTAs. Jonathan can be reached at: jonathan@hedgenordic.com

Latest Articles

Simplicity Completes Norron Deal

Three months after announcing the deal, Swedish asset manager Simplicity has completed its acquisition of Norron’s fund management business, taking over the management of...

Rethinking the 60/40 Portfolio

The 60/40 portfolio remains one of investing’s most recognizable conventions, even where few institutional portfolios literally consist of 60 percent equities and 40 percent...

Diversification That Comes From Somewhere Else

Insurance-linked investments offer something increasingly difficult to find in institutional portfolios: return drivers that are fundamentally different from those behind equities and bonds. At...

Reinforce, Don’t Replace: Carrying the 60/40 Through the Fragile Decade

By Steven Braun at Newfound Research and Return Stacked® Portfolio Solutions: Despite its ambiguous origins, the 60/40 remains the default portfolio for investors approaching...

Varma: Practical Considerations for Embracing a Total Portfolio View

Finland’s Varma is one of several large Nordic asset owners that has been moving towards a more holistic view of the portfolio – some...

Thinking Outside the 60/40 Box: How Active and Dynamic Commodities Can Complement Bonds

Bonds helped investors to diversify equity between about 2000 and 2021, which more than covers the entire career of many allocators. Since 2022 bonds...

Allocator Interviews

- Advertisement -

Voices

Request for Proposal

- Advertisement -