Strategy and Market Diversity in the Managed Futures Industry

CME Group Podcast

#Business #Trading #CME Group #Institutional Investor #Podcasting Education

38:05

In late 1972, U.S. Marine Captain Ron Forrester disappeared on a bombing run into North Vietnam. Back home in Texas, his family could only wait and hope. Audio subscribers to Texas Monthly can get early access to episodes of the series, plus exclusive interviews and audio. Visit texasmonthly.com/audio to join. Go to HelloFresh.com/FLIGHT10FM to get 10 Free Meals with a Free Item For Life.…

11 років тому 14:49

MP3•Головна епізоду

Jeffrey Eizenberg discusses the wide range of trading approaches employed in the industry.

42 епізодів

Strategy and Market Diversity in the Managed Futures Industry

CME Group Podcast

published 11 років тому

Поширити

MP3•Головна епізоду

Jeffrey Eizenberg discusses the wide range of trading approaches employed in the industry.

42 епізодів

#Business #Trading #CME Group #Institutional Investor #Podcasting Education

Усі епізоди

1
Demystifying Short-Term Systematic Trading 13:10

9 years тому13:10

13:10

Kapil Rostagi, Managing Partner at PlusPlus Capital Management, provides insights into short-term systematic trading including key attributes, biggest misconceptions & challenges, benefits of having short-term traders in a portfolio, diversification that short-term traders add, and why we haven’t seen more short-term traders in the CTA universe.…

1
The Evolution of Allocation: The Sequel 32:24

9 years тому32:24

32:24

The Managed futures/CTA allocation journey continues for Teachers' Retirement System of the State of Illinois. Now that TRS of Illinois has been allocating to managed futures for several months, Brennan Basnicki (Investment Officer) provides an update on how the team and board feel about their allocation decision last year, the performance they’ve seen thus far, and outlook for the future.…

1
Evaluating Pinnacle Award Nominees the Investor Way 7:47

9 years тому7:47

7:47

Sol Waksman, Founder & President, BarclayHedge provides an overview of the Managed Futures Pinnacle Awards and the process BarclayHedge uses to select managers within their database for nomination – leveraging an approach based on institutional investor feedback.

1
Portable Alpha for Institutional Investors 26:07

10 years тому26:07

26:07

Pimco was one of the pioneers in the strategy known as Portable Alpha. Since they have been executing the strategy for decades, first with Treasury Bonds and then with other products like equities, we thought it might be beneficial to revisit the strategy that has garnered so much attention (and assets) over the years. This podcast reviews the basics of portable alpha and explores the prerequisites necessary for successfully implementing a portable alpha strategy. And who better to discuss the strategy than with the individual that is responsible for a large amount of assets deployed in the strategy—PIMCO’s Sabrina Callin.…

1
The Evolution of Allocation—One Plan Sponsor’s Journey into Allocating to Managed Futures 30:18

10 years тому30:18

30:18

Brennan Basnicki, CFA, CMT Senior Analyst - Absolute Return with the Teachers Retirement System of the State of Illinois, takes the listener through the step by step process they used when deciding to allocate to managed futures through CTAs. This podcast includes dealing with the board, the educational element and due dilignence matters.…

1
Pioneering Longevity with Cliff Asness 16:23

10 years тому16:23

16:23

Cliff Asness, Managing Principal and CIO at AQR Capital Management, joins the CME Group hedge fund podcast series with his heartfelt commentary on the past, present and future of managed futures and the unique 40 Act Fund. Hear firsthand from Cliff the keys to success and longevity in this space.

1
Carry and Trend in Lots of Places 30:51

10 years тому30:51

30:51

Vineer Bhansali, Managing Director and Portfolio Manager PIMCO’s Quantitative Investment Group, discusses two fundamental principles of investing: : (1) Don’t fight the trend, (2) Don’t pay too much to hold an investment. In this podcast we exam carry and trend to determine if they can produce good returns.…

1
Strategy and Style Diversity in the Managed Futures Industry 8:52

10 years тому8:52

8:52

Ranjan Bhaduri, PhD, CFA, CAIA, Chief Research Officer, Sigma Analysis and Management, discusses the evolution of the managed futures industry into a rich mix of styles and strategies, diversified across time frames and asset classes.

1
The Value of Liquidity in Constructing Hedge Fund Portfolios 8:29

10 years тому8:29

8:29

Ranjan Bhaduri, PhD, CFA, CAIA, Chief Research Officer, Sigma Analysis and Management, talks about the mathematics of liquidity, model risk, and the subtlety of liquidity’s value in constructing a portfolio of hedge funds.

1
Structural Alpha, Part 2 11:22

10 years тому11:22

11:22

Ranjan Bhaduri, PhD, CFA, CAIA, Chief Research Officer, Sigma Analysis and Management, discusses structuring access to hedge fund investments, and structural due diligence as an important complement to traditional investment and operational due diligence.

1
Global Energy Markets 12:08

11 years тому12:08

12:08

Todd J.Gross, CIO of QERI LLC -- Quantitative Energy and Research Investments -- discusses global energy markets and the application of meteorology to natural gas trading.

1
Models and Markets 8:59

11 years тому8:59

8:59

Anthony Kaiser - Kaiser Trading Group, talks about research, building models, market conditions, and looking forward.

1
Macro and Managed Futures Strategies 19:10

11 years тому19:10

19:10

Ela Karahasanoglu, Senior Pension Consultant & Alternative Asset Class Specialist at Mercer, discusses common features and differences between macro and managed futures strategies.

1
Tail Risk Management 19:37

11 years тому19:37

19:37

Ela Karahasanoglu, Senior Pension Consultant & Alternative Asset Class Specialist at Mercer, highlights ways of diversifying and hedging tail risk.

1
Strategy and Market Diversity in the Managed Futures Industry 14:49

11 years тому14:49

14:49

Jeffrey Eizenberg discusses the wide range of trading approaches employed in the industry.

CME Group Podcast

1
Structural Alpha 10:22

11 years тому10:22

10:22

Ranjan Bhaduri, Sigma Analysis and Management, offers a structural approach to accessing hedge funds and adding incremental alpha.

CME Group Podcast

1
Managed Futures Indices and Industry Performance 23:14

11 years тому23:14

23:14

Pioneering work in index construction and the performance challenges of recent years: An industry veteran reflects on the industry and its history.

CME Group Podcast

1
How many trend followers is optimal in a multi-manager portfolio? 2:51

11 years тому2:51

2:51

Kathryn Kaminski (Ph.D.), a researcher and author, with the Institute for Financial Research in Stockholm and affiliated faculty at the Stockholm School of Economics answers questions about the managed futures space in a series of short conversations.

CME Group Podcast

1
Convergent and Divergent Risk Taking 8:13

11 years тому8:13

8:13

CME Group Podcast

1
Style Analysis in the CTA space 3:56

11 years тому3:56

3:56

CME Group Podcast

1
Constraints on institutional investors in the hedge fund space 14:22

11 years тому14:22

14:22

Robert Kosowski (Ph.D.) a researcher in finance and risk management at Imperial College, London, discusses the relationship between hedge fund size and performance.

CME Group Podcast

1
Cross-Asset Class Risk Premia 9:58

11 years тому9:58

9:58

Antoine Haddad, Bainbridge Partners, discusses the evolution of asset allocation and enhanced diversification opportunities in cross-asset class risk premia.

CME Group Podcast

1
Is trend following really a long volatility strategy? 3:58

11 years тому3:58

3:58

CME Group Podcast

1
Endurance Man Chris Solarz: Anything is Possible 7:13

11 years тому7:13

7:13

Chris holds multiple World Records for endurance events, including his most recent accomplishment of running for 77 miles in 12 hours on a treadmill.

CME Group Podcast

1
Chris Solarz: Offers an institutional investor perspective on interest rates, performance, and tail risk. 15:31

11 years тому15:31

15:31

Chris Solarz, Managing Director at Cliffwater LLC, offers an institutional investor perspective on the performance of CTAs, discusses tail risk, and provides some insight into the current interest rate environment.

CME Group Podcast

1
A Conversation about risk between two scientists-turned-risk managers 41:49

11 years тому41:49

41:49

The heads of risk at a major foundation and at the largest derivatives exchange in the world discuss the risk ecosystem and risk management at multiple levels. Chris Rapcewicz, Ph.D., Head of Risk and Operations, Helmsley Charitable Trust, and Sasha Rozenberg, Ph.D., Head of Risk Management, CME Group, moderated by Samantha Azzarello, CME Group…

CME Group Podcast

1
Ask The Expert: USDA Grain Stocks Report 9:37

11 years тому9:37

9:37

Audio recording of our live webcast hosted on January 9, 2014. Grain analysts discuss their expectations for the January 10 USDA Grain Stocks & Crop Production Reports from the CBOT trading floor. The panel includes: • Dr. Bill Tierney, AgResource Company • Terry Roggensack, The Hightower Report • Greg Wagner, GWX Ag Advisors…

CME Group Podcast

1
Ryan Abrams: A Framework for Manager Performance 14:24

12 years тому14:24

14:24

Ryan Abrams, Assistant Portfolio Manager at the Wisconsin Alumni Research Foundation (WARF) provides a framework for manager performance and what exactly hedge fund managers provide.

CME Group Podcast

1
Brian Walls, Galen Burghardt: Insight into Managed Futures for Institutional Investors 36:08

12 years тому36:08

36:08

Brian, Managing Director of Alternative Investment Solutions, and Galen, Director of Research, from Newedge discuss findings in their new book titled Managed Futures for Institutional Investors.

CME Group Podcast

1
Peter Willett: An Investment Consultant’s View on Managed Futures 8:28

12 years тому8:28

8:28

Peter Willett from Mercer Investment Consulting discusses the firm’s experience in educating institutional investors and reasons for the recent difficult environment.

CME Group Podcast

1
Paul Young: A Systematic Philosophy with a Statistical Edge 23:33

12 years тому23:33

23:33

Paul Young, Research Manager with Altis Partners, discusses their 100% systematic approach and how it provides a statistical edge.

CME Group Podcast

1
Robert Kosowski: Capacity Constraints on CTA Managers 20:57

12 years тому20:57

20:57

Professor Rob Kosowski from the Imperial College London discusses his research on capacity constraints in futures and the role of correlation and volatility.

CME Group Podcast

1
Alex Greyesrman: Research on Managed Futures Strategies and Benchmarking 35:39

12 years тому35:39

35:39

Alex Greyersman, Chief Scientist at ISAM, discusses the findings in two of his research papers, The State of Trend Following and The Multi Sentinel View of Trend Following.

CME Group Podcast

1
Chris Rapcewicz: Managing Expectations & Limitations in Risk Measurement 18:31

12 years тому18:31

18:31

Chris Rapcewicz, head of Risk and Operations at Helmsley Charitable Trust, talks about managing risk and expectations.

CME Group Podcast

1
Kathryn Kaminski: The Source of Crisis Alpha 11:11

12 years тому11:11

11:11

Kathryn Kaminski discusses the main conclusions reached in her popular research paper, In Search of Crisis Alpha: A Short Guide to Investing in Managed Futures . She explains the source of this particularly valuable type of alpha and its origins in specific environments where any kind of alpha is hard to extract from markets. This understanding sheds light on why the value of these strategies is sustainable over the long-term. Kathryn Kaminski, Assistant Professor at Swedish Royal Institute of Technology and Senior Lecturer at MIT…

CME Group Podcast

1
Kevin Cole: CTA Performance in a Rising Interest Rate Environment 13:58

12 years тому13:58

13:58

There is a common perception that managed futures and trend-following in particular has profited from steadily declining interest rates. Kevin Cole explains that while declining rates benefit trend-following strategies in different ways, there is no statistically significant difference in these strategies' performance between rising and falling rate environments. He discusses the empirical evidence for not being fearful of a change in the interest rate regime as it pertains to CTA performance. Kevin Cole, Director of Investment Strategies at Campbell & Company…

CME Group Podcast

1
Tom O'Donnell III: A Former Institutional Investor’s Perspective on Managed Futures 13:17

12 years тому13:17

13:17

Building on the foundation of his recent webinar for CME Groups Managed Futures Resource Center, Tom O'Donnell expands on the value of managed futures strategies to investors. Tom discusses the factors that distinguish CTAs from other investments and why allocations to this space have increased over the decades, even during the last several challenging years for CTAs. Tom O'Donnell, Principle Director of Global Business Development at the Bornhoft Group…

CME Group Podcast

1
Ranjan Bhaduri: Statistical Properties of CTAs 13:37

12 years тому13:37

13:37

There are many misconceptions about managed futures strategies and CTAs. Ranjan Bhaduri discusses some of the statistical properties of CTAs and the long-term benefits these strategies can bring to a portfolio. He also provides opinions on recent difficulties within the space and how the environment may shift going forward. Ranjan Bhaduri, PhD, CFA, CAIA…

CME Group Podcast

1
Mikael Stenbom: An International Perspective on Managed Futures & Performance in Relation to AUM 18:49

12 years тому18:49

18:49

As CEO of a Swedish firm that specializes in allocating to CTAs and the liquid macro space, Mikael Stenbom offers his perspective on the differences in trading styles and programs offered between European and North American managers and why growth has lagged in European countries. He also explains RPM's research findings on performance as it relates to size and age of trading programs. Mikael Stenbom, Chief Executive Officer at RPM…

CME Group Podcast

1
Ernest Jaffarian: Insights from an Industry Veteran 18:59

12 years тому18:59

18:59

Ernest Jaffarian has a vast experience educating investors about the portfolio properties of managed futures strategies. In this interview, he shares key findings from many years in the futures and managed futures industry. He explains why managed futures strategies are particularly valuable long-term additions to portfolios. Topics include types of risk, risk management, the trading environment post 2008, and insights into the future. Ernest Jaffarian, President and CEO of Efficient Capital Management…

CME Group Podcast

1
Ranjan Bhaduri: The Value of Liquidity at the Fund Manager Level 11:59

12 years тому11:59