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