Danish Pension All In On CTAs For Crisis Alpha

Christoph Junge, head of alternatives at Velliv, a USD34 billion Danish pension plan, said he is most constructive on commodity trading advisor strategies to navigate market volatility, macro surprises and rising inflation. “CTAs have a long history. We have data going back to the early 1980s and can see that in each of the major crises we have witnessed during history, CTA has delivered crisis alpha,” Junge said.