Podcast terbaik CME Group (2024)

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.…

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The Evolution of Allocation: The Sequel 32:24

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8+ y ago32:24

32:24

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 …

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Evaluating Pinnacle Award Nominees the Investor Way 7:47

9y ago7:47

7:47

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.

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Ripple Labs Co-Founder and CEO, Discusses the Internet of Value 16:36

9+ y ago16:36

16:36

We sat down with Chris Larsen of Ripple Labs – one of the latest additions to the CME Ventures portfolio – to discuss the “Internet of Value.” Ripple Labs developed the Ripple protocol, an Internet for money that enables the free and instant exchange of anything of value. As settlement infrastructure, Ripple transforms and enhances today's financia…

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Portable Alpha for Institutional Investors 26:07

9+ y ago26:07

26:07

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 basi…

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The Evolution of Allocation—One Plan Sponsor’s Journey into Allocating to Managed Futures 30:18

9+ y ago30:18

30:18

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.…

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Pioneering Longevity with Cliff Asness 16:23

9+ y ago16:23

16:23

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.

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Carry and Trend in Lots of Places 30:51

9+ y ago30:51

30:51

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.…

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Interview with Maxeler Technologies 22:17

9+ y ago22:17

22:17

We spoke to Stephen Weston, Chief Development Officer Maxeler Technologies about their high performance dataflow platforms for a wide range of application domains such as: Oil & Gas and Financial Analytics. He also provided the history on Maxeler Technologies and how they are forward thinking about technology in general.…

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Interview with Duco CEO 14:24

9+ y ago14:24

14:24

We sat down with Christian Nentwich, Co-Founder and CEO of Duco, to discuss Duco’s advanced capabilities in reconciliation services for financial customers. We also got a sneak peek into some innovations they have planned for the future.

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Strategy and Style Diversity in the Managed Futures Industry 8:52

10y ago8:52

8:52

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.

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The Value of Liquidity in Constructing Hedge Fund Portfolios 8:29

10y ago8:29

8:29

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.

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Structural Alpha, Part 2 11:22

10y ago11:22

11:22

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.

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Global Energy Markets 12:08

10+ y ago12:08

12:08

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.

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Models and Markets 8:59

10+ y ago8:59

8:59

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

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Macro and Managed Futures Strategies 19:10

10+ y ago19:10

19:10

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

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Tail Risk Management 19:37

10+ y ago19:37

19:37

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

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Strategy and Market Diversity in the Managed Futures Industry 14:49

10+ y ago14:49

14:49

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

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Structural Alpha 10:22

10+ y ago10:22

10:22

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

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Managed Futures Indices and Industry Performance 23:14

10+ y ago23:14

23:14

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

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How many trend followers is optimal in a multi-manager portfolio? 2:51

10+ y ago2:51

2:51

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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Convergent and Divergent Risk Taking 8:13

10+ y ago8:13

8:13

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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Style Analysis in the CTA space 3:56

10+ y ago3:56

3:56

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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Constraints on institutional investors in the hedge fund space 14:22

10+ y ago14:22

14:22

Robert 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 9:58

10+ y ago9:58

9:58

Antoine 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? 3:58

10+ y ago3:58

3:58

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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Endurance Man Chris Solarz: Anything is Possible 7:13

10+ y ago7:13

7:13

Chris 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. 15:31

10+ y ago15:31

15:31

Chris 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 41:49

10+ y ago41:49

41:49

The 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 9:37

11y ago9:37

9:37

Audio 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

11y ago

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Tim 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 14:24

11y ago14:24

14:24

Ryan 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 36:08

11y ago36:08

36:08

Brian, 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 8:28

11y ago8:28

8:28

Peter 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 23:33

11y ago23:33

23:33

Paul 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 20:57

11y ago20:57

20:57

Professor 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 35:39

11y ago35:39

35:39

Alex 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 18:31

11+ y ago18:31

18:31

Chris 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 11:11

11+ y ago11:11

11:11

Kathryn 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 shed…

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Kevin Cole: CTA Performance in a Rising Interest Rate Environment 13:58

11+ y ago13:58

13:58

There 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 rat…

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Tom O'Donnell III: A Former Institutional Investor’s Perspective on Managed Futures 13:17

11+ y ago13:17

13:17

Building 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 challen…

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Ranjan Bhaduri: Statistical Properties of CTAs 13:37

11+ y ago13:37

13:37

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…

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Mikael Stenbom: An International Perspective on Managed Futures & Performance in Relation to AUM 18:49

11+ y ago18:49

18:49

As 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 relate…

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Ernest Jaffarian: Insights from an Industry Veteran 18:59

11+ y ago18:59

18:59

Ernest Jaffarian has a vast experience educating investors about the portfolio properties of managed futures strategies. In this interview, he shares key findings from many years in the futures and managed futures industry. He explains why managed futures strategies are particularly valuable long-term additions to portfolios. Topics include types o…

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Ranjan Bhaduri: The Value of Liquidity at the Fund Manager Level 11:59

11+ y ago11:59

11:59

Many investors underestimate the value of liquidity at the hedge fund level and therefore make potentially costly errors by comparing CTA average annual returns with those of much less liquid hedge fund strategies. Ranjan Bhaduri explains the mathematics behind liquidity as it applies to hedge funds. Ranjan Bhaduri, PhD, CFA, CAIA…

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