- Advertisement -

Related

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

Read Full Publication
- Advertisement -
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

Beyond 60/40, Part II: The Fourth Building Block

By Alexandra McGuigan, Head of APAC, Qblue Balanced: Over the past year, pension funds, sovereign investors and family offices across Asia-Pacific and Europe have...

Tidan Capital Adds Luca Moro as Senior Portfolio Strategist

Stockholm-based boutique Tidan Capital has appointed Luca Moro as Senior Portfolio Strategist, strengthening the team led by founders and portfolio managers Michael Falken and...

Axel Ekros: From Elite Rowing to Finding Opportunities in Nordic Equities

The next generation of portfolio managers often begins its journey away from the spotlight, developing investment skills as analysts before taking on portfolio responsibility....

Borea Opens Oslo Office as Expansion Continues

Bergen-based Borea Asset Management is expanding its presence in Norway with the opening of an office in Oslo and the appointment of two client...

The European SMID Opportunity Through Mind and Machine

By Fleura Shiyanova at Kepler Unigestion: European small- and mid-cap equities offer access to businesses at the centre of Europe’s investment priorities, yet many...

Alcur Classic Returns to Unrestricted Subscriptions

Swedish stock-picking boutique Alcur Fonder is lifting subscription restrictions on its flagship hedge fund, Alcur Classic, less than a year after introducing limits on...
Load more

Allocator Interviews

Voices

Request for Proposal

- Advertisement -