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We identify interesting, new and established CTA’s and track their performance, become familiar with their investment philosophy, process, and risk management. Extensive due-diligence is performed on each manager.
Our approach is primarily based on trading a composite of CTA’s, so as to diversify your trading and improve risk/reward ratios.
Selection is based on our proprietary VK Alpha model, coupled with our database that includes over 20 years of results from hundreds of CTA’s in the Managed Futures universe. VK Alpha is the foundation for selecting CTA’s and creating portfolios.
Our primary focus is on superior risk-adjusted returns using a unique and proprietary methodology, low correlation to other markets such as stocks and bonds, and in the case of multiple investment managers, low correlation to each other.
The firm’s extensive interaction with CTA’s around the world, combined with our proprietary tools, and methodology gives us a unique perspective and in-depth knowledge of the CTA universe.
Consulting services include:
- Manager identification and selection, using the firm’s extensive database and VK Alpha CTA selection model
- Access to proprietary database covering hundreds of CTA’s over twenty years
- Customized portfolios
- Real time portfolio monitoring and risk management
- Performance calculations
- Custom reports and research to address specific investment and marketing needs
- Correlation analysis reports
- White labeling of products
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