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I agree with you 100% that CTAs are still under-represented in a typical HNW portfolio. Ibbotson recently conducted some research showing that a "balanced" portfolio should have something like 50% allocated to CTAs / Managed Futures. I believe a highly diversified, systematic / non-optimised approach is the best way to participate
I agree with you 100% that CTAs are still under-represented in a typical HNW portfolio. Ibbotson recently conducted some research showing that a "balanced" portfolio should have something like 50% allocated to CTAs / Managed Futures. I believe a highly diversified, systematic / non-optimised approach is the best way to participate
aliray79 2 years ago