J8 CTA Index

​A strategy to provide CTA beta

The J8 CTA Index represents the most common practices in the Commodity Trading Advisors and Managed Futures Industry. They are used to construct this index bottom-up and are derived from survey findings. The index construction is not optimised. The survey findings and index methodology have been published in peer reviewed journals.

The J8 CTA Index is an investible and intuitive representation of the CTA industry by using the industry’s most popular markets and management techniques. Is offers beta-exposure to CTA-like returns.

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