- Advertisement -
- Advertisement -

Related

HedgeNordic CTA Roundtable 2016

Industry Report

- 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

Rising Adoption of Quantitative Investment Strategies Among Nordic Investors

From a high-level perspective, there is a clear trend of increasing adoption of quantitative investment strategies (QIS) among Nordic institutional investors, either through the...

EU Plans Stress Test for Hedge Funds and Non-Bank Firms

European regulators are planning a stress test to identify vulnerabilities beyond the traditional banking sector, focusing on less regulated entities such as hedge funds,...

ALCUR Fonder Continues Hiring Spree

Following two earlier additions this year, ALCUR Fonder continues to expand its portfolio management team at a notable pace. The Stockholm-based hedge fund boutique...

Nordic Private Markets Modernize with Data-Centric Trade Lifecycle Automation

By Anders Stengaard Jensen at Indus Valley Partner: In recent years, asset managers in Nordic countries have accelerated efforts to modernize trade operations, particularly...

Norwegian Hedge Fund Industry Sees Major Boost with New Launch

The Swedish and Danish hedge fund industries remain closely matched in size, with Denmark recently edging ahead of Sweden. While still less than half...

Atlant Funds Hold Up in May Despite Mistimed Market Call

Macroeconomic and market forecasts are notoriously difficult, even for experienced hedge fund managers. What matters more than being right, however, is ensuring that incorrect...

Allocator Interviews

In-Depth: High Yield

Voices

Request for Proposal

- Advertisement -
HedgeNordic
Privacy Overview

This website uses cookies so that we can provide you with the best user experience possible. Cookie information is stored in your browser and performs functions such as recognising you when you return to our website and helping our team to understand which sections of the website you find most interesting and useful.