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About CTAs and Managed Futures
This is a series of videos and articles we explore different relevant aspects of Commodity Trading Advisors (CTAs) and Managed Futures. The videos and articles are both, in English and German.
- What is a CTA?
- We present the US definition of Commodity Trading Advisors (CTAs), CTA long-term performance and size of the CTA Industry.
- The CTA value proposition.
- CTAs promise portfolio protection, diversification, and capital appreciation. Systematic trading strategies and testing with long data histories provide greater investment confidence.
- How do CTAs work?
- Markets traded by CTAs, signal calculation, asset allocation, risk control, and fee structure
- Portfolio diversification with CTAs
- CTAs in portfolio context. What is the CTA correlation with traditional and alternative asset classes? How do CTAs improve the efficient frontier of portfolio returns?
- Is investment in CTAs a crowded trade?
- Liquidity of CTAs during market stress, and the size of CTAs in relation to the total derivatives market.
- The new CTA generation
- What are the new developments in CTA industry? Technology and risk premia.
- UCITS CTA structures
- How do CTAs structure their UCITS offering?