“Alpha generation for the CTA space for the past 27 years, about 330 basis points. That's at the very high end of hedge fund strategies”
AB
Andrew Beer
Top Traders Unplugged ·
“We’re talking about the sock gen CTA index… we pick the 20 largest… give you daily data… close to 27 years of daily data”
Andrew Beer · Top Traders Unplugged · SI421: Taking CTAs Mainstream ft. Andrew Beer
Play from 27:35
27:35
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What was described
Created and marketed the SockGen CTA index - daily average returns of the 20 largest CTA managers, refreshed each January - to give allocators a low-idiosyncratic view of the managed-futures space
Said nearby on the same subject
“The way that they work is that you invest, say it's $1,000 in a 2x leveraged index ETF. That gives you exposure to $2,000 of the index's daily returns.”
BF
Benjamin Felix
The Rational Reminder Podcast ·
“I call it contrary and tactical alpha. Cause I actually liked, I like the term CTA. It kind of rolls off the tongue.”
AB
Andrew Beer
Top Traders Unplugged ·
“A blend of everything gives you a better return… allocate prudently for your desired returns.”
MA
Miri Asset
The Core Report ·
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