Karsten Schroeder, Amplitude Capital: Can German engineering drive a CTA?

In the world of CTAs and hedge funds, Amplitude Capital is a rare success story. Founded by German engineers and market professionals in 2004, the firm currently offers 3 fully systematic CTA programs managing a total of about 1bn USD.

The programs are often top ranked in industry databases. The firm also made headlines when moving staff and headquarter from London to the small Swiss town of Zug in December 2008.

In this new Opalesque BACKSTAGE video, Amplitude Capital's Chairman Karsten Schroeder shares fascinating insights:

* Why 2008 was the best and 09 the worst years for the CTA industry

* How Quantitative Easing affected global bond markets

* The four big trades "everyone was in"

* Are CTAs/Managed Futures really a "risky" asset class?

* Do investors fully understand the risks and implications of discretionary trading?

* Models don't live forever: Strategy updates, capacity management, execution become core issues as a CTA grows

* How do CTAs structure their research process? Is there an ideal research team size?

* The good & bad of the coming regulations

* What is behind the current UCITs boom?

Karsten Schroeder is the Chairman of Amplitude Capital and the portfolio manager for the Amplitude Dynamic, Klassik and Sinfonie Fund. He oversees all the key decisions related to product development, trading ideas and strategy for the Amplitude's range of funds. Together with his partners he founded Amplitude Capital in September 2004.

Prior to that he was with McKinsey where he was involved in a number of key Corporate Finance projects involving blue chip European clients. Karsten received his Business Diploma from the HHL in Germany. Growing up in former Eastern Germany, he also lived in the U.S. and Australia.

Karsten started trading Futures and Options at a young age and eventually turned his passion into his profession.
[less]

In the world of CTAs and hedge funds, Amplitude Capital is a rare success story. Founded by German engineers and market professionals in 2004, the firm currently offers 3 fully systematic CTA programs managing a total of about 1bn USD.

The programs are often top ranked in industry databases. The firm also made headlines when moving staff and headquarter from London to the small Swiss town of Zug in December 2008.

In this new Opalesque BACKSTAGE video, Amplitude Capital's Chairman Karsten Schroeder shares fascinating ...more