Misconceptions of CTAs

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