Back to main article
After a tough start to the year for managed futures strategies, four seasoned CTA managers discussed their differing approaches and the challenges they face in meeting investor expectations.
|Hans-Olov Bornemann, Peter Hart, Ali Nejjar, Karsten Schroeder, James Skeggs|
The panel included Hans-Olov Bornemann, head of the global quant team at SEB Asset Management; Peter Hart, head of alternative investment at Valu-Trac Investment Management; and Ali Nejjar, founder of Solaise Capital Management, which launched in late 2010. Completing the line-up was Karsten Schoeder, chairman of Amplitude Capital.
James Skeggs of Newedge, the panel’s moderator, pointed out that many investors associate CTAs with a long-term trend-following approach — adding that the...