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Indhold leveret af CME Group. Alt podcastindhold inklusive episoder, grafik og podcastbeskrivelser uploades og leveres direkte af CME Group eller deres podcastplatformspartner. Hvis du mener, at nogen bruger dit ophavsretligt beskyttede værk uden din tilladelse, kan du følge processen beskrevet her https://da.player.fm/legal.
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<div class="span index">1</div> <span><a class="" data-remote="true" data-type="html" href="/series/squid-game-the-official-podcast">Squid Game: The Official Podcast</a></span>
Let the new games begin! Starting Thursday, December 26th, join hosts Phil Yu (aka “Angry Asian Man”) and Kiera Please as they dive into each episode of Squid Game Season 2. Joined by a lineup of special guests, they’ll unpack the deadly new challenges, explore the layered characters, and debate the moral dilemmas that will leave you questioning everything. Squid Game: The Official Podcast returns December 26th.
Alex Greyesrman: Research on Managed Futures Strategies and Benchmarking
Manage episode 151925654 series 1043311
Indhold leveret af CME Group. Alt podcastindhold inklusive episoder, grafik og podcastbeskrivelser uploades og leveres direkte af CME Group eller deres podcastplatformspartner. Hvis du mener, at nogen bruger dit ophavsretligt beskyttede værk uden din tilladelse, kan du følge processen beskrevet her https://da.player.fm/legal.
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.
42 episoder
Manage episode 151925654 series 1043311
Indhold leveret af CME Group. Alt podcastindhold inklusive episoder, grafik og podcastbeskrivelser uploades og leveres direkte af CME Group eller deres podcastplatformspartner. Hvis du mener, at nogen bruger dit ophavsretligt beskyttede værk uden din tilladelse, kan du følge processen beskrevet her https://da.player.fm/legal.
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.
42 episoder
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×1 Demystifying Short-Term Systematic Trading 13:10
13:10
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13:10Kapil 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.…
1 The Evolution of Allocation: The Sequel 32:24
32:24
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32:24The 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.…
1 Evaluating Pinnacle Award Nominees the Investor Way 7:47
7:47
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7:47Sol 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.
1 Portable Alpha for Institutional Investors 26:07
26:07
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26:07Pimco 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.…
1 The Evolution of Allocation—One Plan Sponsor’s Journey into Allocating to Managed Futures 30:18
30:18
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30:18Brennan 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.…
1 Pioneering Longevity with Cliff Asness 16:23
16:23
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16:23Cliff 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.
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.…
1 Strategy and Style Diversity in the Managed Futures Industry 8:52
8:52
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8:52Ranjan 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.
1 The Value of Liquidity in Constructing Hedge Fund Portfolios 8:29
8:29
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8:29Ranjan 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.
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.
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.
Anthony Kaiser - Kaiser Trading Group, talks about research, building models, market conditions, and looking forward.
1 Macro and Managed Futures Strategies 19:10
19:10
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19:10Ela Karahasanoglu, Senior Pension Consultant & Alternative Asset Class Specialist at Mercer, discusses common features and differences between macro and managed futures strategies.
Ela Karahasanoglu, Senior Pension Consultant & Alternative Asset Class Specialist at Mercer, highlights ways of diversifying and hedging tail risk.
1 Strategy and Market Diversity in the Managed Futures Industry 14:49
14:49
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14:49Jeffrey Eizenberg discusses the wide range of trading approaches employed in the industry.
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