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.
