

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.
Chapters
Transcript
Episode notes
1 2 3 4 5
Intro
00:00 • 2min
Exploring the Development of CTA Strategies within JP Morgan's Quantitative Investment Strategies Division
01:31 • 3min
Evolution and Performance of CTAs: Pre and Post-COVID
04:16 • 7min
Reactivity and Expansion in Trend Following Strategies
11:09 • 11min
Closing Remarks and Disclaimers
22:31 • 2min