- Advertisement -

Related

RPM Educational: ”I’m in the band” – a CTA Sub Strategy Comparision

- Advertisement -
Read Full Publication
Kamran Ghalitschi
By Kamran Ghalitschi

Stockholm (HedgeNordic) – In their latest educational paper, Swedish CTA multi-manager Risk & Portfolio Management RPM looks at the various CTA strategies, what they have in common and what may differentiate them. While, for instance, the CTA sub-index to the Nordic Hedge Index (NHX) does not differentiate among the various CTAs and strategies, the sector is a far more inhomogenous group of strategies than may initially meet the eye.

Key point: Although trend following is the dominating strategy in the CTA universe, there are also other sub-strategies with different characteristics. Whereas trend following is superior in trending markets and persistent crises; during non-trending periods and short-lived crises, trend following suffers more than so-called “diversifying strategies”. Thus, combining different CTA sub-strategies can be advantageous from a portfolio perspective.

Read RPM´s paper ”I’m in the band” – a CTA Sub Strategy Comparision – here

 

Picture: (c) Zhitkov Boris—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.
Previous article
AP3 hires Maria Björklund to Alternatives Team
Next article
Narrow Nordic List for EuroHedge Awards

Latest Articles

Archipelago Adds Firepower After Back-to-Back Strong Years

Archipelago Investments is strengthening its investment team with the appointment of Anders Fagerlund as Senior Analyst and Head of Research. Bringing 15 years of...

From Zero Rates to Volatility: Excalibur at 25

Around the same time last year, Lynx Asset Management marked the 25-year anniversary of its flagship strategy. This April, it is Excalibur Asset Management’s...

Two Allocators, One View: Liquidity, Cost and Control Behind CTA ETF Adoption

On the surface, Morten Christensen, Chief Financial Officer at Norwegian family office Aars, and Jonas Thulin, Chief Investment Officer at Sweden’s AP3, may appear...

Maybe CTA Alpha is Simpler Than You Think: Evidence from the ETF Space

By Andrew Beer, Co-Founder of DBi: Managers of CTA hedge funds and mutual funds often argue that complexity leads to higher alpha generation. After all, why...

Lynx Marches Through March Mayhem

March was defined by a sharp escalation in geopolitical tensions, particularly involving the U.S., Israel, and Iran, creating a highly challenging environment for most investment...

Mixed March for Managed Futures

A sharp escalation in geopolitical tensions set the tone for March, as the US and Israel’s attacks on Iran triggered significant cross-asset volatility. In...
Load more

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -