Webinar: Portable Alpha for Institutional Traders

A major institutional strategy, Portable alpha allows institutions to "enhance" index performance using a combination of futures and a fixed income portfolio. This webinar focuses on:

• Construction of a portable alpha strategy using stock index futures and short duration fixed income instruments
• Transporting alpha from various sources such as small caps, bonds, hedge funds
• How the quarterly roll costs influence the strategy, managing margin, and liquidity concerns