Cme Group Podcast
- Author: Vários
- Narrator: Vários
- Publisher: Podcast
- Duration: 11:11:00
- More information
Informações:
Synopsis
A CME/CBOT/NYMEX/COMEX/KCBOT company and the world's most diverse financial marketplace. Follow us for global economic and financial news.
Episodes
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Constraints on institutional investors in the hedge fund space
13/06/2014 Duration: 14minRobert Kosowski (Ph.D.) a researcher in finance and risk management at Imperial College, London, discusses the relationship between hedge fund size and performance.
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Cross-Asset Class Risk Premia
13/06/2014 Duration: 09minAntoine Haddad, Bainbridge Partners, discusses the evolution of asset allocation and enhanced diversification opportunities in cross-asset class risk premia.
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Is trend following really a long volatility strategy?
13/06/2014 Duration: 03minKathryn Kaminski (Ph.D.), a researcher and author, with the Institute for Financial Research in Stockholm and affiliated faculty at the Stockholm School of Economics answers questions about the managed futures space in a series of short conversations.
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Endurance Man Chris Solarz: Anything is Possible
28/04/2014 Duration: 07minChris holds multiple World Records for endurance events, including his most recent accomplishment of running for 77 miles in 12 hours on a treadmill.
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Chris Solarz: Offers an institutional investor perspective on interest rates, performance, and tail risk.
25/04/2014 Duration: 15minChris Solarz, Managing Director at Cliffwater LLC, offers an institutional investor perspective on the performance of CTAs, discusses tail risk, and provides some insight into the current interest rate environment.
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A Conversation about risk between two scientists-turned-risk managers
23/04/2014 Duration: 41minThe heads of risk at a major foundation and at the largest derivatives exchange in the world discuss the risk ecosystem and risk management at multiple levels. Chris Rapcewicz, Ph.D., Head of Risk and Operations, Helmsley Charitable Trust, and Sasha Rozenberg, Ph.D., Head of Risk Management, CME Group, moderated by Samantha Azzarello, CME Group
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Ask The Expert: USDA Grain Stocks Report
09/01/2014 Duration: 09minAudio recording of our live webcast hosted on January 9, 2014. Grain analysts discuss their expectations for the January 10 USDA Grain Stocks & Crop Production Reports from the CBOT trading floor. The panel includes: • Dr. Bill Tierney, AgResource Company • Terry Roggensack, The Hightower Report • Greg Wagner, GWX Ag Advisors
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Tim Pickering: A Case for the CTA Value Added Index
06/12/2013Tim Pickering of Auspice Capital discusses the CTA Value Added Index and makes a case that it is evident, historically, not only in times of financial crisis.
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Ryan Abrams: A Framework for Manager Performance
01/11/2013 Duration: 14minRyan Abrams, Assistant Portfolio Manager at the Wisconsin Alumni Research Foundation (WARF) provides a framework for manager performance and what exactly hedge fund managers provide.
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Brian Walls, Galen Burghardt: Insight into Managed Futures for Institutional Investors
25/10/2013 Duration: 36minBrian, Managing Director of Alternative Investment Solutions, and Galen, Director of Research, from Newedge discuss findings in their new book titled Managed Futures for Institutional Investors.
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Peter Willett: An Investment Consultant’s View on Managed Futures
11/10/2013 Duration: 08minPeter Willett from Mercer Investment Consulting discusses the firm’s experience in educating institutional investors and reasons for the recent difficult environment.
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Paul Young: A Systematic Philosophy with a Statistical Edge
11/10/2013 Duration: 23minPaul Young, Research Manager with Altis Partners, discusses their 100% systematic approach and how it provides a statistical edge.
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Robert Kosowski: Capacity Constraints on CTA Managers
10/10/2013 Duration: 20minProfessor Rob Kosowski from the Imperial College London discusses his research on capacity constraints in futures and the role of correlation and volatility.
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Alex Greyesrman: Research on Managed Futures Strategies and Benchmarking
03/10/2013 Duration: 35minAlex Greyersman, Chief Scientist at ISAM, discusses the findings in two of his research papers, The State of Trend Following and The Multi Sentinel View of Trend Following.
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Chris Rapcewicz: Managing Expectations & Limitations in Risk Measurement
11/07/2013 Duration: 18minChris Rapcewicz, head of Risk and Operations at Helmsley Charitable Trust, talks about managing risk and expectations.
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Kathryn Kaminski: The Source of Crisis Alpha
21/06/2013 Duration: 11minKathryn Kaminski discusses the main conclusions reached in her popular research paper, In Search of Crisis Alpha: A Short Guide to Investing in Managed Futures. She explains the source of this particularly valuable type of alpha and its origins in specific environments where any kind of alpha is hard to extract from markets. This understanding sheds light on why the value of these strategies is sustainable over the long-term. Kathryn Kaminski, Assistant Professor at Swedish Royal Institute of Technology and Senior Lecturer at MIT
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Kevin Cole: CTA Performance in a Rising Interest Rate Environment
20/06/2013 Duration: 13minThere is a common perception that managed futures and trend-following in particular has profited from steadily declining interest rates. Kevin Cole explains that while declining rates benefit trend-following strategies in different ways, there is no statistically significant difference in these strategies' performance between rising and falling rate environments. He discusses the empirical evidence for not being fearful of a change in the interest rate regime as it pertains to CTA performance. Kevin Cole, Director of Investment Strategies at Campbell & Company
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Mikael Stenbom: An International Perspective on Managed Futures & Performance in Relation to AUM
18/06/2013 Duration: 18minAs CEO of a Swedish firm that specializes in allocating to CTAs and the liquid macro space, Mikael Stenbom offers his perspective on the differences in trading styles and programs offered between European and North American managers and why growth has lagged in European countries. He also explains RPM's research findings on performance as it relates to size and age of trading programs. Mikael Stenbom, Chief Executive Officer at RPM
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Ranjan Bhaduri: Statistical Properties of CTAs
18/06/2013 Duration: 13minThere are many misconceptions about managed futures strategies and CTAs. Ranjan Bhaduri discusses some of the statistical properties of CTAs and the long-term benefits these strategies can bring to a portfolio. He also provides opinions on recent difficulties within the space and how the environment may shift going forward. Ranjan Bhaduri, PhD, CFA, CAIA
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Tom O'Donnell III: A Former Institutional Investor’s Perspective on Managed Futures
18/06/2013 Duration: 13minBuilding on the foundation of his recent webinar for CME Groups Managed Futures Resource Center, Tom O'Donnell expands on the value of managed futures strategies to investors. Tom discusses the factors that distinguish CTAs from other investments and why allocations to this space have increased over the decades, even during the last several challenging years for CTAs. Tom O'Donnell, Principle Director of Global Business Development at the Bornhoft Group