LFDE: The crisis alpha generator

The performance of asset classes this year highlight a world of pain. One of the few positive exceptions are Commodity Trading Advisor strategies, whereby a professional manager systematically trades a diversified portfolio of futures contracts. They are often called crisis alpha generators, because they traditionally have performed well when markets have done very poorly. Can CTAs provide the all-weather solution for uncertain market conditions? That’s what Marije Groen discusses with Alexis Grutter in this podcast. Alexis is fund manager of the Echiquier QME strategy of La Financière de l'Echiquier. 

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