Cme Group Podcast
Ranjan Bhaduri: Statistical Properties of CTAs
- Autor: Vários
- Narrador: Vários
- Editora: Podcast
- Duração: 0:13:37
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Sinopse
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