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2012-06-08
Liquid CTAMacro Strategies.pdf
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讲CTA 和宏观策略在分散投资组合风险的作用。

Moving into the Mainstream:Liquid CTA/Macro Strategies and Their Role in Providing PortfolioDiversification



KeyFindings in the report include:
  

  
  

Exploration  of how the emergence of Internet technologies and the move toward electronic  markets has helped drive a decisive shift toward systematic over  discretionary trading approaches

  
  

  
  

Examination  of how rapid expansion in the number of futures, options and OTC FX contracts  has helped CTA & Liquid Macro managers offer greater capacity in their  strategies

  
  

  
  

Analysis  of the three major generations of systematic trading approaches and how each  looks to define and capture market opportunities uniquely

  
  

  
  

Overview  of these managers' unique multi-layered distribution model, including the  importance of institutional platforms and how the emerging model moves the  industry away from investor-driven to expert-driven offerings

  






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