Cme Group Podcast

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

  • Demystifying Short-Term Systematic Trading

    Demystifying Short-Term Systematic Trading

    02/05/2016 Duration: 13min

    Kapil Rostagi, Managing Partner at PlusPlus Capital Management, provides insights into short-term systematic trading including key attributes, biggest misconceptions & challenges, benefits of having short-term traders in a portfolio, diversification that short-term traders add, and why we haven’t seen more short-term traders in the CTA universe.

  • The Evolution of Allocation: The Sequel

    The Evolution of Allocation: The Sequel

    16/04/2016 Duration: 32min

    The Managed futures/CTA allocation journey continues for Teachers' Retirement System of the State of Illinois. Now that TRS of Illinois has been allocating to managed futures for several months, Brennan Basnicki (Investment Officer) provides an update on how the team and board feel about their allocation decision last year, the performance they’ve seen thus far, and outlook for the future.

  • Evaluating Pinnacle Award Nominees the Investor Way

    Evaluating Pinnacle Award Nominees the Investor Way

    04/03/2016 Duration: 07min

    Sol Waksman, Founder & President, BarclayHedge provides an overview of the Managed Futures Pinnacle Awards and the process BarclayHedge uses to select managers within their database for nomination – leveraging an approach based on institutional investor feedback.

  • Portable Alpha for Institutional Investors

    Portable Alpha for Institutional Investors

    22/07/2015 Duration: 26min

    Pimco was one of the pioneers in the strategy known as Portable Alpha.  Since they have been executing the strategy for decades, first with Treasury Bonds and then with other products like equities, we thought it might be beneficial to revisit the strategy that has garnered so much attention (and assets) over the years.  This podcast reviews the basics of portable alpha and explores the prerequisites necessary for successfully implementing a portable alpha strategy. And who better to discuss the strategy than with the individual that is responsible for a large amount of assets deployed in the strategy—PIMCO’s Sabrina Callin.

  • The Evolution of Allocation—One Plan Sponsor’s Journey into Allocating to Managed Futures

    The Evolution of Allocation—One Plan Sponsor’s Journey into Allocating to Managed Futures

    22/06/2015 Duration: 30min

    Brennan Basnicki, CFA, CMT Senior Analyst - Absolute Return with the Teachers Retirement System of the State of Illinois, takes the listener through the step by step process they used when deciding to allocate to managed futures through CTAs.  This podcast includes dealing with the board, the educational element and due dilignence matters.

  • Pioneering Longevity with Cliff Asness

    Pioneering Longevity with Cliff Asness

    27/04/2015 Duration: 16min

    Cliff Asness, Managing Principal and CIO at AQR Capital Management, joins the CME Group hedge fund podcast series with his heartfelt commentary on the past, present and future of managed futures and the unique 40 Act Fund. Hear firsthand from Cliff the keys to success and longevity in this space.

  • Carry and Trend in Lots of Places

    Carry and Trend in Lots of Places

    27/04/2015 Duration: 30min

    Vineer Bhansali, Managing Director and Portfolio Manager PIMCO’s Quantitative Investment Group, discusses two fundamental principles of investing: : (1) Don’t fight the trend, (2) Don’t pay too much to hold an investment. In this podcast we exam carry and trend to determine if they can produce good returns.

  • Strategy and Style Diversity in the Managed Futures Industry

    Strategy and Style Diversity in the Managed Futures Industry

    25/11/2014 Duration: 08min

    Ranjan Bhaduri, PhD, CFA, CAIA, Chief Research Officer, Sigma Analysis and Management, discusses the evolution of the managed futures industry into a rich mix of styles and strategies, diversified across time frames and asset classes.

  • The Value of Liquidity in Constructing Hedge Fund Portfolios

    The Value of Liquidity in Constructing Hedge Fund Portfolios

    25/11/2014 Duration: 08min

    Ranjan Bhaduri, PhD, CFA, CAIA, Chief Research Officer, Sigma Analysis and Management, talks about the mathematics of liquidity, model risk, and the subtlety of liquidity’s value in constructing a portfolio of hedge funds.

  • Structural Alpha, Part 2

    Structural Alpha, Part 2

    25/11/2014 Duration: 11min

    Ranjan Bhaduri, PhD, CFA, CAIA, Chief Research Officer, Sigma Analysis and Management, discusses structuring access to hedge fund investments, and structural due diligence as an important complement to traditional investment and operational due diligence.

  • Global Energy Markets

    Global Energy Markets

    25/08/2014 Duration: 12min

    Todd J.Gross, CIO of QERI LLC -- Quantitative Energy and Research Investments -- discusses global energy markets and the application of meteorology to natural gas trading.

  • Models and Markets

    Models and Markets

    25/08/2014 Duration: 08min

    Anthony Kaiser - Kaiser Trading Group, talks about research, building models, market conditions, and looking forward.

  • Macro and Managed Futures Strategies

    Macro and Managed Futures Strategies

    25/08/2014 Duration: 19min

    Ela Karahasanoglu, Senior Pension Consultant & Alternative Asset Class Specialist at Mercer, discusses common features and  differences between macro and managed futures strategies.

  • Tail Risk Management

    Tail Risk Management

    25/08/2014 Duration: 19min

    Ela Karahasanoglu, Senior Pension Consultant & Alternative Asset Class Specialist at Mercer, highlights ways of diversifying and hedging tail risk.

  • Strategy and Market Diversity in the Managed Futures Industry

    Strategy and Market Diversity in the Managed Futures Industry

    25/08/2014 Duration: 14min

    Jeffrey Eizenberg discusses the wide range of trading approaches employed in the industry.

  • Structural Alpha

    Structural Alpha

    30/06/2014 Duration: 10min

    Ranjan Bhaduri, Sigma Analysis and Management, offers a structural approach to accessing hedge funds and adding incremental alpha.

  • Managed Futures Indices and Industry Performance

    Managed Futures Indices and Industry Performance

    30/06/2014 Duration: 23min

    Pioneering work in index construction and the performance challenges of recent years:  An industry veteran reflects on the industry and its history.

  • How many trend followers is optimal in a multi-manager portfolio?

    How many trend followers is optimal in a multi-manager portfolio?

    13/06/2014 Duration: 02min

    Kathryn 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.

  • Convergent and Divergent Risk Taking

    Convergent and Divergent Risk Taking

    13/06/2014 Duration: 08min

    Kathryn 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.

  • Style Analysis in the CTA space

    Style Analysis in the CTA space

    13/06/2014 Duration: 03min

    Kathryn 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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