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, diversific

The Evolution of Allocation: The Sequel

Apr 16th, 2016 32m 24s

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

Evaluating Pinnacle Award Nominees the Investor Way

Mar 4th, 2016 7m 47s

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

Portable Alpha for Institutional Investors

Jul 22nd, 2015 26m 7s

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 Evolution of Allocation—One Plan Sponsor’s Journey into Allocating to Managed Futures

Jun 22nd, 2015 30m 18s

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.

Pioneering Longevity with Cliff Asness

Apr 27th, 2015 16m 23s

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 C

Carry and Trend in Lots of Places

Apr 27th, 2015 30m 51s

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 exa

Structural Alpha, Part 2

Nov 25th, 2014 11m 22s

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

Strategy and Style Diversity in the Managed Futures Industry

Nov 25th, 2014 8m 52s

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.

The Value of Liquidity in Constructing Hedge Fund Portfolios

Nov 25th, 2014 8m 29s

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.

Global Energy Markets

Aug 25th, 2014 12m 8s

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.

Models and Markets

Aug 25th, 2014 8m 59s

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

Macro and Managed Futures Strategies

Aug 25th, 2014 19m 10s

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

Tail Risk Management

Aug 25th, 2014 19m 37s

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

Strategy and Market Diversity in the Managed Futures Industry

Aug 25th, 2014 14m 49s

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

Structural Alpha

Jun 30th, 2014 10m 22s

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

Managed Futures Indices and Industry Performance

Jun 30th, 2014 23m 14s

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

How many trend followers is optimal in a multi-manager portfolio?

Jun 13th, 2014 2m 51s

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 convers

Convergent and Divergent Risk Taking

Jun 13th, 2014 8m 13s

Style Analysis in the CTA space

Jun 13th, 2014 3m 56s

Constraints on institutional investors in the hedge fund space

Jun 13th, 2014 14m 22s

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

Cross-Asset Class Risk Premia

Jun 13th, 2014 9m 58s

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

Is trend following really a long volatility strategy?

Jun 13th, 2014 3m 58s

Endurance Man Chris Solarz: Anything is Possible

Apr 28th, 2014 7m 13s

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

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

Apr 25th, 2014 15m 31s

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.