About CTAs and Managed Futures

This material was provided and prepared by JB Capital.  It is published to provide educational information and background to financial industry professionals and sophisticated investors.  For questions or additional information please contact the author.

Frank Pusateri

J8 Capital Video Series:

About CTAs and Managed Futures

This is a series of videos and articles we explore different relevant aspects of Commodity Trading Advisors (CTAs) and Managed Futures. The videos and articles are both, in English and German.

• What is a CTA?

We present the US definition of Commodity Trading Advisors (CTAs), CTA long-term performance and size of the CTA Industry.

• The CTA value proposition.

  CTAs promise portfolio protection, diversification, and capital appreciation. Systematic trading strategies and testing with long data histories provide greater investment confidence.

  
  

• How do CTAs work?

  Markets traded by CTAs, signal calculation, asset allocation, risk control, and fee structure

• Portfolio diversification with CTAs

  CTAs in portfolio context. What is the CTA correlation with traditional and alternative asset classes? How do CTAs improve the efficient frontier of portfolio returns?

• Is investment in CTAs a crowded trade?

  Liquidity of CTAs during market stress, and the size of CTAs in relation to the total derivatives market.

• The new CTA generation

  What are the new developments in CTA industry? Technology and risk premier.

• UCITS CTA structures

  How do CTAs structure their UCITS offering?

J8 Capital Management LLP is an investment management firm with licenses in the UK and US.

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Video Series: What are CTAs? EN/DE - J8 Capital Management

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