At aiSource, we believe that monthly rate of returns reported by CTAs only tell half the story. By looking at monthly returns, you’re only reviewing a small data set of numbers; for example, a three year track record has only thirty six monthly returns (i.e. 36 data points). Since investing…
When building portfolio proposals for prospective clients, aiSource thoroughly goes through all the CTAs included in the portfolio that a client may be investing in. A CTAs trading strategy, historical performance, and markets traded are some of the common things we discuss. Since most investors utilize managed futures as a non-correlated…
Any time a specific sector experiences a large rally or sell-off within a matter of weeks, it’s interesting to see how commodity trading advisor’s respond to the moves. In June 2015, there was a big rally in grain markets (corn, soybeans, and wheat) caused by large amounts of rainfall throughout…
Analyzing commodity trading advisor’s is never an easy task. In analyzing a specific CTA manager for the first time, there are many different tools or statistical values that should be considered in order to determine whether or not a CTA’s strategy is investable. One of the most important areas of discussion…