- Advertisement -
- Advertisement -

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

Tidan Welcomes Magnus Linder to Launch Nova Strategy

Stockholm (HedgeNordic) – Swedish fund boutique Tidan Capital is set to launch a market-neutral volatility and options arbitrage strategy named Nova, under the stewardship...

Impega: “Small but Agile Version of NBIM”

Stockholm (HedgeNordic) – Norges Bank Investment Management (NBIM), responsible for managing the Norwegian Government Pension Fund Global, has cultivated a wealth of talent over...

CABA Launches ‘Flex2’ for Another Ride on the Spread Curve

Stockholm (HedgeNordic) – In December 2022, Danish boutique CABA Capital launched a closed-end fund with a three-year lifespan to capture risk premiums in Scandinavian...

Truepenny One Step Closer to Launch

Stockholm (HedgeNordic) – Truepenny Capital Management has received authorization as an investment firm and obtained license as a portfolio manager from the Swedish financial...

Rhenman Embracing Change Amid an Ever-Changing Healthcare Sector

Stockholm (HedgeNordic) – The largest equity hedge fund in the Nordics with assets under management just shy of $1 billion, the Rhenman healthcare fund,...

Inside Ilmarinen’s Approach to Hedge Fund Allocation

Stockholm (HedgeNordic) – Ilmarinen, in a tight race with Varma as Finland’s largest earnings-related pension insurance company, has emerged as a noteworthy investor in...

Allocator Interviews

Latest Articles

In-Depth: Emerging Markets

Voices

Request for Proposal

- Advertisement -