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Managed Investments | CQA Content and Remarks

CQA – CTA Challenge Insights September 2021

Jud Riley • Nov 02, 2021
CQA - CTA Challenge Insights September 2021   U.S. equities sold off in September, recording the worst month since the height of the pandemic fears in March of 2020. Fears of inflation along with central banks indicating policy will not…
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Managed Investments | CQA Content and Remarks

CQA – CTA Challenge Insights August 2021

Coquest Advisors • Oct 05, 2021
CQA - CTA Challenge Insights - August 2021   Major geopolitical events, the Delta variant, and the devastation caused by Hurricane Ida dominated headlines in August. Despite this, European and U.S. equities continued their grind higher as the two developed…
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Managed Investments | CQA Content and Remarks

CQA – CTA Challenge Insights July 2021

Coquest Advisors • Aug 31, 2021
CQA - CTA Challenge Insights - July 2021   July brought a continuation of many of the market moves that we saw in June. The reflation trade again took a hit as investors moved into safe-haven assets. Global financial markets…
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Managed Investments | CQA Content and Remarks

CQA – CTA Challenge Insights June 2021

Coquest Advisors • Jul 30, 2021
CTA Challenge Insights - June 2021   In June, many established trends across currencies, fixed income, and commodity markets reversed sharply, causing losses for many strategy types. Risk assets finished higher and yields crept lower as the Federal Reserve signaled…
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Managed Investments | CQA Content and Remarks

CQA – CTA Challenge Insights May 2021

Coquest Advisors • Jun 30, 2021
CTA Challenge Insights – May 2021   May saw equity markets finish slightly higher despite inflation numbers rising at their fastest pace in over a decade. Broad commodity markets fared well, while continued dovish monetary policy caused the dollar to…
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Managed Investments | CTA Challenge

DC Spotlight: Portfolio Building – Where CTA Challenge Pays Off

Dan Collins • Jun 23, 2021
Portfolio Building - Where CTA Challenge Pays Off   The Coquest Advisors CTA Challenge accomplishes many goals, for Coquest, the commodity trading advisors (CTAs) that participate, and ultimately—and most importantly—investors. We have discussed Coquest Advisors’ processes in analyzing managers for…
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Managed Investments | CQA Content and Remarks

CQA – CTA Challenge Insights April 2021

Coquest Advisors • May 27, 2021
CTA Challenge Insights April 2021   The global economic recovery continued to accelerate in April as equity and commodity markets trended higher off the back of accommodative monetary and fiscal policies and increased demand for raw materials. Inflationary fears continued…
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Managed Investments | CQA Content and Remarks

CQA – CTA Challenge Insights March 2021

Coquest Advisors • Apr 30, 2021
CQA - CTA Challenge Insights March 2021   The first quarter of 2021 was defined by heightened volatility in markets ranging from equities to commodities. Fiscal stimulus combined with hopes of a swifter economic recovery caused many markets to reach…
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Managed Investments | CQA Content and Remarks

CQA – CTA Challenge Insights February 2021

Coquest Advisors • Mar 25, 2021
February was a strong month for most CTA strategies, with the majority of CTA Challenge participants finishing the month with positive performance. While we often generalize about sub-strategy performance (e.g., trend following versus global macro, or long term versus short…
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Managed Investments | CTA Challenge

DC Spotlight: Why Daily Numbers are Key to the CTA Challenge

Dan Collins • Mar 18, 2021
Why Daily Numbers are Key to the CTA Challenge   In our last few articles, we discussed the advantages of managed futures and how Coquest Advisors has created its CTA Challenge competition to present the best-of-breed commodity trading advisors (CTAs)…
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Managed Investments | CTA Challenge

The CTA Challenge — How Rankings are Calculated

Michael Lock • Mar 12, 2021
The CTA Challenge and Managed Futures -- How Rankings are Calculated   The CTA Challenge is an alternative investment product research and ranking campaign specifically focused on asset managers that trade managed futures investment programs. Given the unique characteristics of…
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Managed Investments | CTA Challenge

DC Spotlight: Managed Futures — What is the CTA Challenge?

Dan Collins • Feb 26, 2021
Managed Futures -- What is the CTA Challenge?   In 2011, a young commodity trading advisor (CTA) approached Coquest Advisors Managing Director Maxwell Eagye and posed a question. “Why don’t you raise assets for me? I have better risk adjusted…
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Managed Investments | CTA Challenge

Coquest Call: The CTA Challenge — What Are Managed Futures?

Michael Lock • Feb 10, 2021
The CTA Challenge -- What are Managed Futures?   The CTA Challenge is an alternative investment product research and ranking campaign, specifically focused on asset managers that trade managed futures investment programs. But what exactly are "Managed futures"? Managed futures…
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Managed Investments | CTA Challenge

Coquest Call: 2020 CTA Challenge — Bonus Rankings

Michael Lock • Jan 28, 2021
2020 CTA Challenge -- Bonus Rankings Winners by Strategy Type   For the first time since we began the CTA Challenge in 2013, Coquest is now compiling annual rankings for independent strategy types in addition to the overall rankings. We…
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Managed Investments | CQA Content and Remarks

CQA – CTA Challenge Insights – 2020 Wrap-Up

Coquest Advisors • Jan 27, 2021
2020 CTA Challenge Wrap-up   The CTA Challenge was designed to identify best-in-class managers on a risk-adjusted basis. The events that transpired this past year help to reiterate the importance of the CTA Challenge’s evaluative process. No single strategy group…
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Managed Investments | CTA Challenge

Coquest Call: 2020 CTA Challenge Winner!

Michael Lock • Jan 26, 2021
2020 CTA Challenge -- Winner Announcement!   Congratulations to AG Capital Investments! AG's Discretionary Global Macro Program secures the #1 spot in the 2020 CTA Challenge, beating out the other 114 participating Commodity Trading Advisor (CTA) programs for the year.…
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Managed Investments | CTA Challenge

2020 CTA Challenge: December Commentary

Michael Lock • Dec 31, 2020
2020 CTA Challenge Concludes   Final Evaluations Begin for 2020 Participants The 2020 CTA Challenge ends after the close of business tonight. Results will be advertised once the full annual evaluation is completed. Thank you to all of our Sponsors…
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Managed Investments | CTA Challenge

2020 CTA Challenge: December Newsletter

Michael Lock • Dec 11, 2020
2020 CTA Challenge - Home Stretch The 2020 CTA Challenge is in its final month of evaluation. From January 1 until the end of November, the rankings have seen quite a few changes; there is still a chance for almost…
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Managed Investments | CTA Challenge

2020 CTA Challenge — November Commentary

Michael Lock • Nov 27, 2020
Happy Holidays From Coquest Inc. Happy Holidays and a Festive New Year to you and your family! Wishing everyone a safe and enjoyable season. Registration is Open For The 2021 CTA Challenge! Commodity Trading Advisors (CTAs) who are interested in…
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Managed Investments | CTA Challenge

2020 CTA Challenge Enters Final Leg

Michael Lock • Nov 12, 2020
The 2020 CTA Challenge has two months left before the annual competition comes to an end. We have seen quite a bit of performance activity so far this year and some big changes to the rankings as time progressed. With…
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Managed Investments | CTA Challenge

2020 CTA Challenge — October Commentary

Michael Lock • Oct 28, 2020
Registration is Open For The 2021 CTA Challenge! Commodity Trading Advisors (CTAs) interested in participating in the 2021 CTA Challenge should contact Coquest now to get your program registered. The registration period closes December 4, 2020. There is no cost…
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Managed Investments | CTA Challenge

2021 CTA Challenge — Sign Ups Begin

Michael Lock • Oct 19, 2020
Registration is Open For The 2021 CTA Challenge! Registration is now open! Commodity Trading Advisors (CTAs) interested in participating in the 2021 CTA Challenge should contact Coquest now to get your program registered. The registration period closes December 4, 2020. Click…
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Managed Investments | CTA Challenge

2020 CTA Challenge — Daily Data Advantages

Michael Lock • Oct 19, 2020
Where Real Research Is Done: Daily Data Analysis Gathering daily performance, position, risk and margin data for the CTA Challenge is precisely what makes our analysis better. Almost all other managed futures performance ranking databases rely solely on monthly performance…
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Managed Investments | CTA Challenge

2020 CTA Challenge — August Commentary

Michael Lock • Aug 28, 2020
What Is A "Discretionary Commodities" Investment? I am so glad that you asked. There are many types of investment programs in the liquid alternatives space, each using their own combination of data inputs, human skill and computer assistance to trade…
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Managed Investments | CTA Challenge

2020 CTA Challenge — July Rankings

Michael Lock • Aug 18, 2020
Luck vs Skill: Guiding Investors Through The Noise The CTA Challenge, by design, seeks to separate liquid alternative investment programs into multiple categories. The most relevant of which identifies investment programs that win by luck versus those that win by…
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Managed Investments | CTA Challenge

2020 CTA Challenge — July Trends

Michael Lock • Jul 24, 2020
Managed Futures Performance - Big Moves In July We are only a few weeks into July and already see some big performance moves for the month. Multiple programs in the CTA Challenge have positive returns up double digits so far…
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Managed Investments | CTA Challenge

2020 CTA Challenge — July Newsletter — Mid-Year Update

Michael Lock • Jul 14, 2020
CTA Challenge - Halfway Through 2020 After we finished out June, I took a pause to fully evaluate the good, the bad and the ugly for the first half of 2020. I was pleasantly surprised to find there was a…
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Managed Investments | CTA Challenge

The 2020 CTA Challenge – April Commentary

Michael Lock • May 04, 2020
Energy Markets Make Headlines In the last newsletter, I discussed how March 2020 was a wild ride in the Equity Index and Volatility Index markets...and then in April the Energy futures markets stepped in with the proverbial "if you thought…
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Managed Investments | CTA Challenge

The 2020 CTA Challenge – April Newsletter

Michael Lock • Apr 08, 2020
2020 CTA Challenge - Initial Rankings Are Here! Initial year-to-date rankings for 2020 are here and AG Capital is off to an early lead, as of the end of March. AG performed well in the past 2 years of the…
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Managed Investments | CTA Challenge

The 2020 CTA Challenge – March Mid-Month Update

Michael Lock • Mar 19, 2020
Liquid Alternative Investments Outpace The S&P 500 We are now navigating a new norm of investment volatility fueled by global industry disruption, geopolitical liquidity measures and investor fears. Analysts have been warning for months, or years, that the U.S. economy…
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Futures trading involves significant risk and is not suitable for everyone. Transactions in securities futures, commodity and index futures and options on future markets carry a high degree of risk. The amount of initial margin is small relative to the value of the futures contract, meaning that transactions are heavily “leveraged”. A relatively small market movement will have a proportionately larger impact on the funds you have deposited or will have to deposit: this may work against you as well as for you. You may sustain a total loss of initial margin funds and any additional funds deposited with the clearing firm to maintain your position. If the market moves against your position or margin levels are increased, you may be called upon to pay substantial additional funds on short notice to maintain your position. If you fail to comply with a request for additional funds within the time prescribed, your position may be liquidated at a loss and you will be liable for any resulting deficit. PAST PERFORMANCE MAY NOT BE INDICATIVE OF FUTURE RESULTS. Some programs may be QEP (qualified eligible participants) programs as defined by regulation 4.7 of the Commodity Exchange Act. This is not an offer to invest in any investment program or hedge strategy.

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