Podcasts by CME Group Podcast

Demystifying Short-Term Systematic Trading from 2016-05-02T17:00

Kapil Rostagi, Managing Partner at PlusPlus Capital Management, provides insights into short-term systematic trading including key attributes, biggest misconceptions & challenges, benefits of ha...

The Evolution of Allocation: The Sequel from 2016-04-16T17:00

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,...

Evaluating Pinnacle Award Nominees the Investor Way from 2016-03-04T14:33:26

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 nominati...

Portable Alpha for Institutional Investors from 2015-07-22T17:00

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 equit...

The Evolution of Allocation—One Plan Sponsor’s Journey into Allocating to Managed Futures from 2015-06-22T17:00

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 decid...

Pioneering Longevity with Cliff Asness from 2015-04-27T18:00

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...

Carry and Trend in Lots of Places from 2015-04-27T15:34:51

Vineer Bhansali, Managing Director and Portfolio Manager PIMCO’s Quantitative Investment Group, discusses two fundamental principles of investing: : (1) Don’t fight the trend, (2) Don’t pay too ...

Strategy and Style Diversity in the Managed Futures Industry from 2014-11-25T18:00

Ranjan Bhaduri, PhD, CFA, CAIA, Chief Research Officer, Sigma Analysis and Management, discusses the evolution of the managed futures industry into a rich mix of styles and strategies, diversifi...

The Value of Liquidity in Constructing Hedge Fund Portfolios from 2014-11-25T18:00

Ranjan Bhaduri, PhD, CFA, CAIA, Chief Research Officer, Sigma Analysis and Management, talks about the mathematics of liquidity, model risk, and the subtlety of liquidity’s value in constructing...

Structural Alpha, Part 2 from 2014-11-25T18:00

Ranjan Bhaduri, PhD, CFA, CAIA, Chief Research Officer, Sigma Analysis and Management, discusses structuring access to hedge fund investments, and structural due diligence as an important comple...

Global Energy Markets from 2014-08-25T21:27:02

Todd J.Gross, CIO of QERI LLC -- Quantitative Energy and Research Investments -- discusses global energy markets and the application of meteorology to natural gas trading.

Models and Markets from 2014-08-25T21:25:42

Anthony Kaiser - Kaiser Trading Group, talks about research, building models, market conditions, and looking forward.

Macro and Managed Futures Strategies from 2014-08-25T21:23:55

Ela Karahasanoglu, Senior Pension Consultant & Alternative Asset Class Specialist at Mercer, discusses common features and  differences between macro and managed futures strategies.

Tail Risk Management from 2014-08-25T21:22:35

Ela Karahasanoglu, Senior Pension Consultant & Alternative Asset Class Specialist at Mercer, highlights ways of diversifying and hedging tail risk.

Strategy and Market Diversity in the Managed Futures Industry from 2014-08-25T21:21:45

Jeffrey Eizenberg discusses the wide range of trading approaches employed in the industry.

Structural Alpha from 2014-06-30T21:54:47

Ranjan Bhaduri, Sigma Analysis and Management, offers a structural approach to accessing hedge funds and adding incremental alpha.

Managed Futures Indices and Industry Performance from 2014-06-30T21:32:04

Pioneering work in index construction and the performance challenges of recent years:  An industry veteran reflects on the industry and its history.

How many trend followers is optimal in a multi-manager portfolio? from 2014-06-13T19:33:32

Kathryn Kaminski (Ph.D.), a researcher and author, with the Institute for Financial Research in Stockholm and affiliated faculty at the Stockholm School of Economics answers questions about the ...

Convergent and Divergent Risk Taking from 2014-06-13T19:31:59

Kathryn Kaminski (Ph.D.), a researcher and author, with the Institute for Financial Research in Stockholm and affiliated faculty at the Stockholm School of Economics answers questions about the ...

Style Analysis in the CTA space from 2014-06-13T19:31:22

Kathryn Kaminski (Ph.D.), a researcher and author, with the Institute for Financial Research in Stockholm and affiliated faculty at the Stockholm School of Economics answers questions about the ...

Constraints on institutional investors in the hedge fund space from 2014-06-13T19:30:32

Robert Kosowski (Ph.D.) a researcher in finance and risk management at Imperial College, London, discusses the relationship between hedge fund size and performance.

Cross-Asset Class Risk Premia from 2014-06-13T19:29:41

Antoine Haddad, Bainbridge Partners, discusses the evolution of asset allocation and enhanced diversification opportunities in cross-asset class risk premia.

Is trend following really a long volatility strategy? from 2014-06-13T19:27:45

Kathryn Kaminski (Ph.D.), a researcher and author, with the Institute for Financial Research in Stockholm and affiliated faculty at the Stockholm School of Economics answers questions about the ...

Endurance Man Chris Solarz: Anything is Possible from 2014-04-28T13:47:28

Chris holds multiple World Records for endurance events, including his most recent accomplishment of running for 77 miles in 12 hours on a treadmill.

Chris Solarz: Offers an institutional investor perspective on interest rates, performance, and tail risk. from 2014-04-25T17:41:33

Chris Solarz, Managing Director at Cliffwater LLC, offers an institutional investor perspective on the performance of CTAs, discusses tail risk, and provides some insight into the current intere...

A Conversation about risk between two scientists-turned-risk managers from 2014-04-23T14:00

The heads of risk at a major foundation and at the largest derivatives exchange in the world discuss the risk ecosystem and risk management at multiple levels.

Chris Rapcewicz, Ph.D.,...

Ask The Expert: USDA Grain Stocks Report from 2014-01-09T20:00

Audio recording of our live webcast hosted on January 9, 2014. Grain analysts discuss th...

Tim Pickering: A Case for the CTA Value Added Index from 2013-12-06T14:00

Tim Pickering of Auspice Capital discusses the CTA Value Added Index and makes a case that it is evident, historically, not only in times of financial crisis.

Ryan Abrams: A Framework for Manager Performance from 2013-11-01T13:00

Ryan Abrams, Assistant Portfolio Manager at the Wisconsin Alumni Research Foundation (WARF) provides a framework for manager performance and what exactly hedge fund managers provide.

Brian Walls, Galen Burghardt: Insight into Managed Futures for Institutional Investors from 2013-10-25T13:00

Brian, Managing Director of Alternative Investment Solutions, and Galen, Director of Research, from Newedge discuss findings in their new book titled Managed Futures for Institutional Investors....

Peter Willett: An Investment Consultant’s View on Managed Futures from 2013-10-11T19:00

Peter Willett from Mercer Investment Consulting discusses the firm’s experience in educating institutional investors and reasons for the recent difficult environment.

Paul Young: A Systematic Philosophy with a Statistical Edge from 2013-10-11T13:00

Paul Young, Research Manager with Altis Partners, discusses their 100% systematic approach  and how it provides a statistical edge.

Robert Kosowski: Capacity Constraints on CTA Managers from 2013-10-10T13:00

Professor Rob Kosowski from the Imperial College London discusses his research on capacity constraints in futures and the role of correlation and volatility.

Alex Greyesrman: Research on Managed Futures Strategies and Benchmarking from 2013-10-03T13:00

Alex Greyersman, Chief Scientist at ISAM, discusses the findings in two of his research papers, The State of Trend Following and The Multi Sentinel View of Trend Following.

Chris Rapcewicz: Managing Expectations & Limitations in Risk Measurement from 2013-07-11T13:00

Chris Rapcewicz, head of Risk and Operations at Helmsley Charitable Trust, talks about managing risk and expectations.

Kathryn Kaminski: The Source of Crisis Alpha from 2013-06-21T13:00

Kathryn Kaminski discusses the main conclusions reached in her popular research paper, In Search of Crisis Alpha: A Short Guide to Investing in Managed Futures. She explains the source ...

Kevin Cole: CTA Performance in a Rising Interest Rate Environment from 2013-06-20T13:00

There is a common perception that managed futures and trend-following in particular has profited from steadily declining interest rates. Kevin Cole explains that while declining rates benefit tr...

Tom O'Donnell III: A Former Institutional Investor’s Perspective on Managed Futures from 2013-06-18T13:00

Building on the foundation of his recent webinar for CME Groups Managed Futures Resource Center, Tom O'Donnell expands on the value of managed futures strategies to investors.  Tom discusses the...

Ranjan Bhaduri: Statistical Properties of CTAs from 2013-06-18T13:00

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...

Mikael Stenbom: An International Perspective on Managed Futures & Performance in Relation to AUM from 2013-06-18T13:00

As CEO of a Swedish firm that specializes in allocating to CTAs and the liquid macro space, Mikael Stenbom offers his perspective on the differences in trading styles and programs offered betwee...

Ernest Jaffarian: Insights from an Industry Veteran from 2013-06-17T13:00

Ernest Jaffarian has a vast experience educating investors about the portfolio properties of managed futures strategies.  In this interview, he shares key findings from many ye...

Ranjan Bhaduri: The Value of Liquidity at the Fund Manager Level from 2013-06-06T13:00

Many investors underestimate the value of liquidity at the hedge fund level and therefore make potentially costly errors by comparing CTA average annual returns with those of m...