- Advertisement -
- Advertisement -

Related

Misconceptions of CTAs

Report: Alternative Fixed Income

- Advertisement -

Stockholm (HedgeNordic) – In their series of educational pieces on the CTA space, Stockholm based CTA multi-manager today released their latest paper, “Misconceptions of CTAs”.  In this RPM Educational, some common misconceptions about CTAs, are addressed. For example:

  • Are CTAs really a “long vol” strategy?
  • Do CTAs have low correlation to equities at all times?
  • Are CTAs a perfect hedge to equities?
  • Are CTAs a “risky” investment?
  • Given the general performance over the last few years, are the CTA-models broken?

This is the 7th edition of the RPM Educational. If you have missed other editions,  you can download them from RPM´s website www.rpm.se or www.rpmfonder.se.

So, here it is, RPM Educational #7: Misconception of CTAs

Picture: (c) ByHBRH—Shutterstock.com

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

Our newsletter is sent once a week, every Friday.

Kamran Ghalitschi
Kamran Ghalitschi
Kamran has been working in the financial industry since 1994 and has specialized on client relations and marketing. Having worked with retail clients in asset management and brokerage the first ten years of his career for major European banks, he joined a CTA / Managed Futures fund with 1,5 Billion USD under management where he was responsible for sales, client relations and operations in the BeNeLux and Nordic countries. Kamran joined a multi-family office managing their own fund of hedgefunds with 400 million USD AuM in 2009. Kamran has worked and lived in Vienna, Frankfurt, Amsterdam and Stockholm. Born in 1974, Kamran today again lives in Vienna, Austria.

Latest Articles

Tech Power-Up for Tidan with CTO Appointment

Stockholm (HedgeNordic) – Tidan Capital has transformed from a single-strategy fund into a multi-fund boutique, a shift that demands robust technology infrastructure. To support...

Five Years In: From Quiet Start to Strong Finish

Stockholm (HedgeNordic) – Nordea Asset Management’s Copenhagen-based office is home to a team of portfolio managers and analysts dedicated to capturing relative-value opportunities in...

Month in Review – November 2024

Stockholm (HedgeNordic) – As the year approaches its end, the Nordic hedge fund industry is on track for its third-best performance on record and...

Origo Fonder Shifts Gears with Per Johansson as Co-CIO

The summer of 2024 brought an injection of momentum for fund boutique Origo Fonder, as Bodenholm founder Per Johansson joined as Co-Chief Investment Officer...

Fredrik Tauson Transitions to Allocator Side with AMF

Stockholm (HedgeNordic) – After an extensive career in fund management, fixed-income specialist Fredrik Tauson has joined Swedish occupational pension provider AMF as a senior...

The Rise of Hafnium: A Quantitative Macro Fund in Copenhagen

Stockholm (HedgeNordic) – Two Frenchmen, Alexis Dubois and Victor Clausen Brassart, are turning some heads in the Nordic hedge fund industry. Drawing on extensive...

Allocator Interviews

In-Depth: Megatrends

Voices

Request for Proposal

- Advertisement -