Kevin Cole: CTA Performance In A Rising Interest Rate Environment CME Group podcast

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Business Trading CME Group Institutional Investor Podcasting Education

Innhold levert av CME Group. Alt podcastinnhold, inkludert episoder, grafikk og podcastbeskrivelser, lastes opp og leveres direkte av CME Group eller deres podcastplattformpartner. Hvis du tror at noen bruker det opphavsrettsbeskyttede verket ditt uten din tillatelse, kan du følge prosessen skissert her https://no.player.fm/legal.

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Kevin Cole: CTA Performance in a Rising Interest Rate Environment

11+ y ago 13:58

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Innhold levert av CME Group. Alt podcastinnhold, inkludert episoder, grafikk og podcastbeskrivelser, lastes opp og leveres direkte av CME Group eller deres podcastplattformpartner. Hvis du tror at noen bruker det opphavsrettsbeskyttede verket ditt uten din tillatelse, kan du følge prosessen skissert her https://no.player.fm/legal.

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 trend-following strategies in different ways, there is no statistically significant difference in these strategies' performance between rising and falling rate environments. He discusses the empirical evidence for not being fearful of a change in the interest rate regime as it pertains to CTA performance.

Kevin Cole, Director of Investment Strategies at Campbell & Company

… continue reading

42 episoder

#Business #Trading #CME Group #Institutional Investor #Podcasting Education

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Kevin Cole: CTA Performance in a Rising Interest Rate Environment

CME Group Podcast

published 11+ y ago

Del

MP3•Episoder hjem

Innhold levert av CME Group. Alt podcastinnhold, inkludert episoder, grafikk og podcastbeskrivelser, lastes opp og leveres direkte av CME Group eller deres podcastplattformpartner. Hvis du tror at noen bruker det opphavsrettsbeskyttede verket ditt uten din tillatelse, kan du følge prosessen skissert her https://no.player.fm/legal.

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 trend-following strategies in different ways, there is no statistically significant difference in these strategies' performance between rising and falling rate environments. He discusses the empirical evidence for not being fearful of a change in the interest rate regime as it pertains to CTA performance.

Kevin Cole, Director of Investment Strategies at Campbell & Company

… continue reading

42 episoder

#Business #Trading #CME Group #Institutional Investor #Podcasting Education

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