Stockholm (HedgeFonder.nu) – HedgeFonder.nu invited representatives of the Nordic CTA industry to Stockholm for a round table discussion, co-hosted by RPM to share some “Nordic Insights” to the Managed Futures industry.
We were thrilled to gather a distinguished, highly diverse group ranging from small start-up managers, multi-billion Dollar fund of funds, a long biased commodity manager, systematic global macro managers, a BTOP 50 fund, a retail platform and one of the largest institutional hedge fund allocators in Europe from AP1, Ålandsbanken Commodity Fund, ALFAKRAFT, Coeli Spektrum, Estlander & Partners, IPM Informed Portfolio Management, Movestic, SEB Asset Selection as well as RPM Risk & Portfolio Management and Nordic Business Media.
In our meeting we tried to define Managed Futures and distinguish them from other (hedge fund) strategies, compared systematic to discretionary approaches, looked at performances and the relation of a funds size to its performance. We talked about coding, the “black box” (mis-) conception, the role of technology, CTA investor skill and needs, how different investor groups approach Managed Futures and other topics.
The format chosen to compose the summary of the meeting intends to let the reader participate as close as possible and “listen in” to the discussion among industry professionals in their own words. Enjoy getting some “Nordic Insights” to Managed Futures. The paper is available for download free of charge following this link:
