Doug Greenig - At the Frontier of Trend Following
Flirting with Models
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The Importance of Size in an Alternative Markets Program
It's possible to be too large because you lose your nimbleness and you have to begin to trade more slowly if you get too large for the space. Our capacity is in the context of about 3 billion. We are not planning to be much larger than that. That's where you can manage a fund very effectively. So, size is important. You want it to be reasonably orthogonal from the developed markets. I don't think you want a big equities program. CTA's are not that great at trading equities. They're not. Not in general as a difficult area for CTA's. And so, beware. It's a place where people can get
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