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“Balancing Act” (HFR)

Posted on July 26, 2012 in Articles

“Balancing Act: There is no simple definition for risk, which makes it difficult to analyze performance” Hedge Funds Review July 26, 2012 Selected excerpts: To us, volatility and risk are an integral part of the return potential assessment and we commit capital only when we think the return/risk ratio is…

“Pension Shortfall: Solving for the Missing 2%” (Pensions & Investments)

Posted on July 11, 2012 in Articles

“Pension Shortfall: Solving for the Missing 2%” Pensions & Investments July 11, 2012 Selected excerpts: “Unfortunately for plans relying solely on traditional equities and fixed income, the prospects look grim. Our analysis suggests these plans will likely experience a 2% shortfall per annum over the next seven to 10 years.”…

“A True CTA Will Stick to Chosen Path” (FTfm)

Posted on June 11, 2012 in Articles

“Investment Approaches: The Case Can Be Made for Both Systematic and Discretionary Styles” FTfm June 11, 2012 Selected excerpts: “Should investors favour the systematic approach, sometimes known as a black box approach… Or should they favour the discretionary approach that relies on the instinct and experience of humans…?  The short…

“Defining a Global Macro Strategy” (Forbes)

Posted on May 31, 2012 in Articles

“Defining a Global Macro Strategy” Forbes May 31, 2012 Selected excerpts: “Brent Hankins: If we look at the strategy in total, we have access to all of the major asset classes. So it would include commodities, global currencies, equity indices, and fixed income. Each of those are a meaningful part…

“CTAs Turn to Fundamental Models in Search of Diversification” (HFR)

Posted on April 2, 2012 in Articles

“CTAs Turn to Fundamental Models in Search for Diversification” Hedge Funds Review April 2, 2012 Selected excerpts: “A growing number of commodity trading advisers (CTAs) believe fundamental strategies can help improve the return profile of trend-following managed futures programs.” “Patrick Welton, CEO and CIO at Welton, cites analytic diversity as…