Changes to Quest Tracker Index (QTI)
NEW YORK, Oct. 24, 2018 (GLOBE NEWSWIRE) -- The Index Committee approved the following changes to QTI’s composition and methodology. The changes were made to further improve the tracking of trading strategies of trend-following CTAs. The changes are expected to take effect on November 1, 2018.
- The weights of certain index components were adjusted to enhance the consideration of market liquidity as a factor. There were no changes to the Models nor the weighting of Models, Sectors or Sub-Sectors.
About QTI
QTI is designed to track generally the performance generated by the broad class of managed futures strategies employed by most trend-following CTAs and to match on a risk-adjusted basis the performance of well-known CTA indices. QTI systems generate signals on a daily basis diversified over three models: short, medium and long-term. QTI trades 66 markets across four Sectors: Commodities, Equity Indices, Fixed Income and Foreign Currencies. Live trading commenced in August 2011. QTI is calculated by S&P Dow Jones Indices. “S&P Dow Jones Indices” is a service mark of Dow Jones Trademark Holdings LLC.
QTI won the 2015 CTA Intelligence US Performance Award for “Best Investible CTA Index”.
About Quest
Quest is a research driven alternative investment firm headquartered in New York and founded by Nigol Koulajian in 2001. Quest employs a systematic trading process across multiple asset classes in over 80 liquid global markets. Distinct programs are designed to generate alpha, replicate CTA performance and/or hedge specific market risks. Clients include family offices, foundations, fund-of-funds and the some of the world’s largest pension plans. Quest is registered with the SEC and with CFTC as a CTA and a CPO and is a member of the NFA.
Darren Johnston
Quest Partners LLC
126 East 56th Street, 25th Floor
New York, NY 10022
(212) 838-5544
djohnston@questpartnersllc.com
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