Being a fund of commodity trading advisers (CTAs) means Abbey Capital's investor relations team has its work cut out providing education to investors on how these comparatively little-understood strategies work.
While most hedge fund investors are fairly comfortable with equity strategies, CTAs are generally perceived as more complex and unfamiliar. The nature of CTA/managed futures funds, especially the trend-following ones that make up the bulk of the CTA universe, at first glance appears coun
The week on Risk.net, October 6-12, 2017Receive this by email
- Quantile, TriOptima face off in cleared swaps compression battle
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quants stymied by lack of alternative risk premia flows data