You Asked…And We Listened
No Registration Fees for 2019 Participants!
We encourage all CTAs to participate in the 2019 CTA Challenge.
Act now, there are only 3 weeks left to sign up.
Benefits include robust analysis, track record verification and free marketing exposure to industry brokers and potential investors.
ATTENTION CTAs: REGISTRATION IS NOW OPEN FOR 2019 CTA CHALLENGE
- Open to registered Commodity Trading Advisors (CTAs) that trade separately managed accounts for investors in the Managed Futures space
- Institutional grade Quantitative & Qualitative reviews and rankings of all participants for an entire year
- Robust, daily, risk-adjusted analysis using return-based metrics and position-based metrics
- Independent track record verification of performance on each participating Managed Futures program
- Top finalists receive full attention from the Coquest Advisors research team for review and possible allocations
- Extensive marketing exposure, featured CTA advertising, Coquest investor meet-and-greet events, and more!
- Top finalists advertised to peers, industry brokers, customers (new and existing), financial institutions and much more!
The CTA Challenge has 3 main goals. First, to digest daily data from all participating Managed Futures programs so no mid-month surprises are missed. Next, to apply robust analysis to the daily data in an effort to evaluate each program involved using risk-adjusted metrics. Finally, to rank each program comparably against all other participants in the CTA Challenge. Qualitative analysis is done as an overlay to the number crunching to ensure there is no style drift or other unexpected behavior with any of the participating programs. The end result is an almost fully automated risk-adjusted analysis on a large group of Managed Futures programs. This, in turn, provides an institutional-grade ranking profile to identify the best-of-breed programs among the participants.
The nature of the CTA Challenge rankings is based on daily, risk-adjusted analysis for year-to-date activity. Outright rate-of-return (ROR) is only one of the seven criteria used to determine the risk/reward profile for each participating investment program. We are also evaluating the amount of risk and leverage that is being employed to produce returns. Managed Futures as a vehicle is, by design, unique in that portfolio managers can employ leverage. Investment programs utilizing futures contracts, thus, have to be evaluated and ranked differently than your general mutual fund or hedge fund rankings, which are based solely on ROR. Investment programs in the CTA Challenge are traded as managed accounts and are ranked comparatively against each other.
CTAs interested in participating, or investors interested in learning more about CTAs and Managed Futures, should contact Coquest with questions about the CTA Challenge. Send inquiries by email to [email protected] or call 1-214-580-4220 to connect with a team member.