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

About CME Group

As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. Comprised of four exchanges - CME, CBOT, NYMEX and COMEX - we offer the widest range of global benchmark products across all major asset classes, helping businesses everywhere mitigate the myriad of risks they face in today's uncertain global economy.

Follow us for global economic and financial news.

CME Group on Twitter

CME Group on Facebook

CME Group on LinkedIn