Excess Returns  cover image

Replicating Hedge Fund Strategies with Andrew Beer

Excess Returns

00:00

Managed Futures Strategy

The idea is instead of looking at what they're holding, we're trying to figure out what's driving that performance and that can tell us effectively what their positioning is. So it's you do the same thing with hedge funds, but it's more complicated. And thank God I have great, quant partners who can do this stuff because it's above my mathematical and statistical pay grade. The return profile of managed futures is absolutely utterly obvious as an asset allocation in a broader portfolio.

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