Panel debate: Managed futures – does the case for non-correlation still hold?
Wed May 25, 2011
Risks, returns, correlation and volatility
|The CTA panel: Bergström, Gent, Kaiser and
Following a volatile few years for CTAs that have proved
that most trend-followers are uncorrelated to other hedge
funds, a panel of managers discussed the factors that make
managed futures funds attractive to some investors and a
concern to others.
The panel comprised Svante Bergström, CEO and portfolio
manager of Brummer & Partners’ Lynx Asset
Management; Nigel Gent, co-founder and CIO of PGR Capital; Tony
Kaiser, founder of Kaiser Trading Group; and Scott Ganis,
co-founder of Thayer Brook Partners.
The panellists spent a good chunk of their allotted time
discussing the issue of correlation, as well as different types
of trend-following strategies that are deployed in the
ISSN: 2151-1845 / CDC10004H
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