TY - JOUR T1 - Common Denominators in the Commodity Trading Advisor and Managed Futures Industry: <em>A Survey Report</em> JF - The Journal of Index Investing SP - 46 LP - 58 DO - 10.3905/jii.2014.5.3.046 VL - 5 IS - 3 AU - Hui Yu Chen AU - Tillmann Sachs AU - Robert Lee Kong Tiong Y1 - 2014/11/30 UR - https://pm-research.com/content/5/3/46.abstract N2 - How do commodity trading advisors (CTAs) generate returns? Which markets do they trade? How do they allocate risk, manage money, and what fees do they charge? We conducted an international survey to establish common denominators in the CTA and managed futures industry. This article presents the results and conclusions from the survey. The survey finds that the CTA and managed futures industry may be generalized in trading popular key global markets in a risk-weighted momentum portfolio managed to a target volatility and applying a 2/20 fee structure.TOPICS: Commodities, futures and forward contracts, global ER -