Tuesday, September 10, 2013


CTAs: Shedding light on the black box

By Tommaso Sanzin, Partner, Risk Manager, Head of Quantitative Research – Hermes BPK Partners and Larry Kissko, Head of CTA, Macro & RV Strategies – Hermes BPK Partners

In their paper they explore a number of the features they consider important when assessing Commodity Trading Advisors (CTAs) from the perspective of an investor in the asset class, as well as issues of a more technical nature which will inform further those considering making an allocation to the sector.

Download the full article here.

From the September 2013 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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