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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...