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 Ganis


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 increasingly...

ISSN: 2151-1845 / CDC10004H

TAKE A FREE TRIAL

The full contents of this article are only available to active EuroHedge subscribers and trialists.

To continue reading please,
take a free trialsubscribe or log in to EuroHedge.

Subscribe

Subscribers have unlimited access to all current content, including hedge fund performance Live League Tables. Start your subscription today - click on the button below.

Subscribe now