EPISODE · Jun 18, 2013 · 13 MIN
Ranjan Bhaduri: Statistical Properties of CTAs
from CME Group Podcast
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
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