Making Sense

Data Assets & Alpha Group: Extending the trend, with J.P. Morgan’s Lead CTA Structurer

Jun 11, 2024
Jagadish Chalasani, JP Morgan's lead structurer for CTA strategies, discusses extending trends across regions, asset classes, and time horizons to enhance performance. He explores the challenges and benefits of trend as an alpha strategy, emphasizing the importance of diversification and alternative signals. The podcast also touches on reactivity in trend-following systems during market volatility and the evolution of CTA strategies within JP Morgan's Quantitative Investment Strategies Division.
Ask episode
Chapters
Transcript
Episode notes