May 2011
Intermediate to advanced
366 pages
11h 31m
English
book
Managed Futures for Institutional Investors: Analysis And Portfolio Construction
by Galen Burghardt, Brian Walls
Content preview from Managed Futures for Institutional Investors: Analysis And Portfolio Construction
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P1: OTA/XYZ P2: ABC
JWBT468-cintro JWBT468-Burghardt May 10, 2011 9:20 Printer Name: Courier Westford
Introduction: Why Invest in CTAs? 11
returns associated with the discretion other hedge funds have in when
and how much to revalue a portfolio when market prices change.
Liquidity: We’ve already mentioned liquidity, but only in the context of
liquidating positions and extracting cash. In fact, transactions costs
in futures are lower than in their underlying cash markets. As a result,
the benefits of the kind of active management and trading that CTAs
do are available with much less drag from market impact than one
would have to incur doing the same kinds ...
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.