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Ranjan Bhaduri: Statistical Properties of CTAs
Manage episode 151925659 series 1043311
There are many misconceptions about managed futures strategies and CTAs. Ranjan Bhaduri discusses some of the statistical properties of CTAs and the long-term benefits these strategies can bring to a portfolio. He also provides opinions on recent difficulties within the space and how the environment may shift going forward.
Ranjan Bhaduri, PhD, CFA, CAIA
42 episode
Manage episode 151925659 series 1043311
There are many misconceptions about managed futures strategies and CTAs. Ranjan Bhaduri discusses some of the statistical properties of CTAs and the long-term benefits these strategies can bring to a portfolio. He also provides opinions on recent difficulties within the space and how the environment may shift going forward.
Ranjan Bhaduri, PhD, CFA, CAIA
42 episode
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