In partnership with:
CME Group

09 Top Traders Round Table with Ryan Abrams, Ela Karahasanoglu, and Carrie Lo – 1of2

"Pointing to the dispersion of returns among managers, it’s really difficult to desegregate skill from luck." (Tweet)

Top Traders is bringing you Top Traders Round Table, a series of conversations with industry leaders on the subject of Managed Futures. On this episode my guests are Ryan Abrams, Portfolio Manager at Wisconsin Alumni Research Association, Ela Karahasanoglu, VP at Workplace Safety and Insurance Board, and Carrie Lo, Director of Hedge Strategies at CalSTRS.

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In This Episode, You'll Learn:

  • How Carrie diligently prepared her new Risk Mitigation Strategies (RMS)
  • How much CalSTRS will initially allocate to the RMS part for their $200bn+ portolio
  • How Ryan uses risk mitigation strategies in his organization
  • How Ela is slowly restructuring her alternative portfolio
  • The risks of risk parity strategies
  • Is trend-following really an opportunity cost question?
  • How Carrie has worked with the CalSTRS board on implementing this strategy
  • Why Ela has focused more on tail-risk strategies
  • Carrie’s manager selection process

This episode was sponsored by CME Group:

Connect with our guests:

Learn more about Ryan Abrams and Wisconsin Alumni Research Association

Learn more about Ela Karahasanoglu and Workplace Safety and Insurance Board

Learn more about Carrie Lo and CalSTRS

"A potential Achilles heel, at least of a risk parity portfolio, is your exclusively long assets." - (Tweet)