Podcast
CME Group Podcast
Hosted by CME Group · EN
As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. We offer the widest range of global benchmark products across all major asset classes, helping businesses everywhere mitigate the myriad risks they face in today's uncertain global economy.
The information provided in our podcast is for educational purposes. To view our regulatory disclaimers relating to this podcast, please visit cmegroup.com.
10episodes
Episodes
Newest firstAll episodes
Demystifying Short-Term Systematic Trading
May 2, 201600:13:10Tap to summarizeKapil 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.
Transcribe →The Evolution of Allocation: The Sequel
Apr 16, 201600:32:24Tap to summarizeThe 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.
Transcribe →Evaluating Pinnacle Award Nominees the Investor Way
Mar 4, 201600:07:47Tap to summarizeSol 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.
Transcribe →Portable Alpha for Institutional Investors
Jul 22, 201500:26:07Tap to summarizePimco 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.
Transcribe →The Evolution of Allocation—One Plan Sponsor's Journey into Allocating to Managed Futures
Jun 22, 201500:30:18Tap to summarizeBrennan 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.
Transcribe →Pioneering Longevity with Cliff Asness
Apr 27, 201500:16:23Tap to summarizeCliff 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.
Transcribe →Carry and Trend in Lots of Places
Apr 27, 201500:30:51Tap to summarizeVineer 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.
Transcribe →Strategy and Style Diversity in the Managed Futures Industry
Nov 25, 201400:08:52Tap to summarizeRanjan 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.
Transcribe →Structural Alpha, Part 2
Nov 25, 201400:11:22Tap to summarizeRanjan 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.
Transcribe →The Value of Liquidity in Constructing Hedge Fund Portfolios
Nov 25, 201400:08:29Tap to summarizeRanjan 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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