Cme Group Podcast
Ranjan Bhaduri: Statistical Properties of CTAs
- Author: Vários
- Narrator: Vários
- Publisher: Podcast
- Duration: 0:13:37
- More information
Informações:
Synopsis
There 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