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Statistical Properties of CTAs - Managed Futures Podcast
Statistical Properties of CTAs
The views in this program reflect solely those of the host and other speakers and not necessarily those of its sponsors. The statements made in this program are for informational and educational purposes only and should not be considered investment advice or a solicitation of the sale or purchase of any futures, options or swaps contracts.
The Long-Term Benefits of CTA Strategies
Ranjan Bhaduri, PhD, CFA, CAIA, discusses some of the statistical properties of CTAs and the long-term benefits these strategies can bring to a portfolio.
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https://www.cmegroup.com/content/dam/cmegroup/education/podcasts/files/statistical-properties-of-ctas.mp3
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