Video Series: What are CTAs? EN/DE
The new CTA generation. Video (EN/DE) The new CTA generation. Video (EN/DE) https://www.youtube.com/watch?v=4ybDm3ZD5fw The traditional CTA model can largely be […]
Investment
THFJ – Correlation is not always what it seems
Correlation is not always what it seems – an often overlooked aspect in time series analysis The Hedge Fund Journal,
JII – Common denominators in the CTA and managed futures industry: A survey report
Common denominators in the CTA and managed futures industry – A survey report Chen, H., Sachs, T., Tiong R. “Common Denominators
THFJ – Common Denominators in CTAs: Portfolio Construction and Index
Common Denominators: Portfolio Construction and Fees – Building an index for the CTA industry The Hedge Fund Journal, January 2015,
THFJ – Common Denominators in CTAs: Traded Markets
Common Denominators – Markets Traded by CTA and managed futures funds The Hedge Fund Journal, September 2014, Issue 97, pp.
JII – A liquid and investible benchmark index for the CTA and MF industry
A liquid and investible Benchmark Index for the Commodity Trading Advisor and Managed Futures industry Sachs, T., Tiong R., Journal