Panel session: CTAs: What is the future(s)?

Thu May 24, 2012

CTAs and the complexities of correlation

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Hans-Olov Bornemann, Peter Hart, Ali Nejjar, Karsten Schroeder, James Skeggs
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.

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...

ISSN: 2151-1845 / CDC10004H

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