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


CTAs and the complexities of correlation

Back to main article

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