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As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. We offer the widest range of global benchmark products across all major asset classes, helping businesses everywhere mitigate the myriad risks they face in today's uncertain global economy. The information provided in our podcast is for educational purposes. To view our regulatory disclaimers relating to this podcast, please visit cmegroup.com.
 
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show series
 
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.…
 
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 …
 
We sat down with Chris Larsen of Ripple Labs – one of the latest additions to the CME Ventures portfolio – to discuss the “Internet of Value.” Ripple Labs developed the Ripple protocol, an Internet for money that enables the free and instant exchange of anything of value. As settlement infrastructure, Ripple transforms and enhances today's financia…
 
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 basi…
 
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.…
 
We spoke to Stephen Weston, Chief Development Officer Maxeler Technologies about their high performance dataflow platforms for a wide range of application domains such as: Oil & Gas and Financial Analytics. He also provided the history on Maxeler Technologies and how they are forward thinking about technology in general.…
 
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…
 
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…
 
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 shed…
 
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 rat…
 
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 challen…
 
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…
 
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 relate…
 
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 o…
 
Many investors underestimate the value of liquidity at the hedge fund level and therefore make potentially costly errors by comparing CTA average annual returns with those of much less liquid hedge fund strategies. Ranjan Bhaduri explains the mathematics behind liquidity as it applies to hedge funds. Ranjan Bhaduri, PhD, CFA, CAIA…
 
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