NEW YORK, March 18, 2016 -- The Index Committee previously approved the following changes to the Quest Tracker Index’s composition and methodology. The changes are designed to improve benchmark tracking and to increase diversification. The changes took effect March 1st.
- The weight of the shortest term model, QTI1 will be reduced by 15% and the weight of the longest term model, QTI3, would be increased by 15%. Volatility and margin requirements would remain unchanged. Average trade length is expected to increase from 33 days to 35 days per trade.
- The number of Index Components will be increased to 66 from 62 (+4) with the addition of the Canadian S&P/TSX 60 Index (Bloomberg: PT), Canadian Ten-Year Government Bond (Bloomberg: CN), US Ultra Long Bond (Bloomberg: WN) and Mexican Peso IMM (Bloomberg: PE). Sector weights and geographic exposure would remain unchanged.
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. The firm was 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 CFTC as a CTA and a CPO and is a member of the NFA.
CONTACT: P: 212-838-7222 www.questpartnersllc.com


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