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Showing 1 - 3 of 3 results for "Commodity Trading Advisers"

Milliman calls out "failures of diversification"

ALEX BURKE  |  WEDNESDAY, 27 APR 2016
... highly exposed to equity market risk." By contrast, Milliman pointed to defensive alternatives such as Commodity Trading Advisers (CTAs), or managed futures, which have "historically provided a negative correlation to equity markets in systemic market ...

Liquidity strength in CTAs

ELISE BURGESS  |  TUESDAY, 30 AUG 2011
... introduced weekly liquidity for its FRM Sigma Fund, which invests in a globally-sourced portfolio of Commodity Trading Advisers (CTAs) that specialise in managed futures. These alternative investments mainly use futures contracts over indices and commodities ...

FRM attracts $25m inflows

ELISE BURGESS  |  MONDAY, 28 FEB 2011
... investment firm, launched its offshore fund FRM Sigma, investing in a globally-source portfolio of Commodity Trading Advisers (CTAs) that specialise in managed futures. A managed futures account is a type of alternative investment, that takes both long ...
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