Introducing Managed Account Research's "CTA Color Intelligent Style MatrixTM"
Past performance is not necessarily indicative of future results, but unfortunately, that is all too often what investors rely on. That is why Managed Account Research (MARI) developed the CTA Color Intelligent Style MatrixTM (CISM). This patent pending matrix allows investors to easily compare various trading programs and assess how each respective CTA strategy might complement or overlap.
Key to understanding a CTA’s approach is learning about the underlying trade-decision process. This is reflected by the cross-section of technical, fundamental, as well as systematic, discretionary style boxes. The CISM also divides strategies into major and sub-categories which is shown to the right. Color distribution is based on the weightings the CTA provides to MARI for interpretation.
The CISM is now featured in several of our proprietary research publications, including Coverage Initiation and Coverage Spotlight. For copies of our research or to learn more about CISM, contact us.
Managed Account Research actively promotes thought leadership in managed futures by sponsoring qualitative research. To subscribe to our research, contact us at (800)308-1495. Questions and suggestions can be directed to Research.
