Ryan Abrams: A Framework For Manager Performance CME Group podcast

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Ryan Abrams: A Framework for Manager Performance

11 jaar geleden 14:24

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MP3•Thuis aflevering

Inhoud geleverd door CME Group. Alle podcastinhoud, inclusief afleveringen, afbeeldingen en podcastbeschrijvingen, wordt rechtstreeks geüpload en geleverd door CME Group of hun podcastplatformpartner. Als u denkt dat iemand uw auteursrechtelijk beschermde werk zonder uw toestemming gebruikt, kunt u het hier beschreven proces https://nl.player.fm/legal volgen.

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.

… continue reading

42 afleveringen

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

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Ryan Abrams: A Framework for Manager Performance

CME Group Podcast

published 11 jaar geleden

Delen

MP3•Thuis aflevering

Inhoud geleverd door CME Group. Alle podcastinhoud, inclusief afleveringen, afbeeldingen en podcastbeschrijvingen, wordt rechtstreeks geüpload en geleverd door CME Group of hun podcastplatformpartner. Als u denkt dat iemand uw auteursrechtelijk beschermde werk zonder uw toestemming gebruikt, kunt u het hier beschreven proces https://nl.player.fm/legal volgen.

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.

… continue reading

42 afleveringen

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

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Demystifying Short-Term Systematic Trading 13:10

9 years geleden13:10

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.…

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The Evolution of Allocation: The Sequel 32:24

9 years geleden32:24

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.…

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Evaluating Pinnacle Award Nominees the Investor Way 7:47

9 years geleden7:47

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.

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Portable Alpha for Institutional Investors 26:07

10 years geleden26:07

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.…

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

10 years geleden30:18

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.…

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Pioneering Longevity with Cliff Asness 16:23

10 years geleden16:23

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.

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Carry and Trend in Lots of Places 30:51

10 years geleden30:51

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.…

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

10 years geleden8:52

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.

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

10 years geleden8:29

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.

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Structural Alpha, Part 2 11:22

10 years geleden11:22

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.

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Global Energy Markets 12:08

11 years geleden12:08

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.

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Models and Markets 8:59

11 years geleden8:59

8:59

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

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Macro and Managed Futures Strategies 19:10

11 years geleden19:10

19:10

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

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Tail Risk Management 19:37

11 years geleden19:37

19:37

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

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

11 years geleden14:49

14:49

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

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