COMMENTARY: Chief Investment Officer (CIO) View of Trader Alpha Frontier (TAF)

Abstract

Since the introduction of Trader Alpha Frontier, this framework has been adopted by asset managers of all sizes, to monitor their trading performance. The next logical step is for Chief Investment Officers to incorporate Trader Alpha Frontier into their main view of portfolio returns. The author visualizes how CIOs can get a full insight in all alpha sources throughout the investment value chain including Analysts, Portfolio Managers, Traders, and Brokers.