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Misconceptions of CTAs

Report: Alternative Fixed Income

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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

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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.

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