42 episodes

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

The information provided in our podcast is for educational purposes. To view our regulatory disclaimers relating to this podcast, please visit cmegroup.com.

CME Group Podcast CME Group

    • Investing
    • 4.8, 6 Ratings

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

The information provided in our podcast is for educational purposes. To view our regulatory disclaimers relating to this podcast, please visit cmegroup.com.

    Demystifying Short-Term Systematic Trading

    Demystifying Short-Term Systematic Trading

    Kapil Rostagi, Managing Partner at PlusPlus Capital Management, provides insights into short-term systematic trading including key attributes, biggest misconceptions & challenges, benefits of having short-term traders in a portfolio, diversification that short-term traders add, and why we haven’t seen more short-term traders in the CTA universe.

    • 13 min
    The Evolution of Allocation: The Sequel

    The Evolution of Allocation: The Sequel

    The Managed futures/CTA allocation journey continues for Teachers' Retirement System of the State of Illinois. Now that TRS of Illinois has been allocating to managed futures for several months, Brennan Basnicki (Investment Officer) provides an update on how the team and board feel about their allocation decision last year, the performance they’ve seen thus far, and outlook for the future.

    • 32 min
    Evaluating Pinnacle Award Nominees the Investor Way

    Evaluating Pinnacle Award Nominees the Investor Way

    Sol Waksman, Founder & President, BarclayHedge provides an overview of the Managed Futures Pinnacle Awards and the process BarclayHedge uses to select managers within their database for nomination – leveraging an approach based on institutional investor feedback.

    • 7 min
    Portable Alpha for Institutional Investors

    Portable Alpha for Institutional Investors

    Pimco was one of the pioneers in the strategy known as Portable Alpha.  Since they have been executing the strategy for decades, first with Treasury Bonds and then with other products like equities, we thought it might be beneficial to revisit the strategy that has garnered so much attention (and assets) over the years.  This podcast reviews the basics of portable alpha and explores the prerequisites necessary for successfully implementing a portable alpha strategy. And who better to discuss the strategy than with the individual that is responsible for a large amount of assets deployed in the strategy—PIMCO’s Sabrina Callin.

    • 26 min
    The Evolution of Allocation—One Plan Sponsor’s Journey into Allocating to Managed Futures

    The Evolution of Allocation—One Plan Sponsor’s Journey into Allocating to Managed Futures

    Brennan Basnicki, CFA, CMT Senior Analyst - Absolute Return with the Teachers Retirement System of the State of Illinois, takes the listener through the step by step process they used when deciding to allocate to managed futures through CTAs.  This podcast includes dealing with the board, the educational element and due dilignence matters.

    • 30 min
    Pioneering Longevity with Cliff Asness

    Pioneering Longevity with Cliff Asness

    Cliff Asness, Managing Principal and CIO at AQR Capital Management, joins the CME Group hedge fund podcast series with his heartfelt commentary on the past, present and future of managed futures and the unique 40 Act Fund. Hear firsthand from Cliff the keys to success and longevity in this space.

    • 16 min

Customer Reviews

4.8 out of 5
6 Ratings

6 Ratings

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