Changes to Quest Tracker Index (QTI)
July 31 2014 - 3:00PM
As of August 1, 2014, the following change will be implemented in
respect of the Quest Tracker Index ("QTI") composition and
methodology: the Session Opening Time for the three grain futures
contracts traded on the Chicago Board of Trade ("CBOT") by QTI
(corn, soybeans, wheat) will change from 10:30am EST to 9:30am EST.
The new trading hours will mirror those of the CBOT and provide
additional liquidity to QTI.
In addition, the QTI Index Committee will now be composed of
Paul Czkwianianc and Darren Johnston of Quest Partners LLC
("Quest"), Head of Research and Chief Operating Officer
respectively, as well as Dr. Ajay Dravid and Dr. Rufus Rankin of
Equinox Fund Management LLC, Managing Director of Portfolio
Strategy and Director of Portfolio Management respectively.
About QTI
QTI is designed to track generally the performance generated by
the broad class of managed futures strategies employed by most
trend-following CTA's and to match on a risk-adjusted basis the
performance of well-known CTA indices.
QTI's methodology is based upon systematic application of three
trend following models that are applied once each trading day to
all index component contracts. Depending on trading signals
that result from the application of each model, the notional
trading positions that comprise the QTI will be adjusted by
generating notional "Market on Open" orders for each relevant
market's open as they occur throughout the next trading day.
Live trading of QTI commenced in August 2011 and the index
methodology was back-tested to January 2000. Since November 2011,
QTI has been calculated by S&P Dow Jones Indices. "S&P Dow
Jones Indices" is a service mark of Dow Jones Trademark Holdings
LLC.
QTI employs one of the major classes of trading strategies used
by trend-following CTAs for almost 50 years. QTI's systems generate
signals on a daily basis diversified over three models: short-,
medium- and long-term, and trade 47 different markets across four
market sectors: commodities, equity indices, fixed income and
foreign currencies.
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 quantitative trading process across
multiple asset classes in over 50 liquid global markets including
commodities, currencies, fixed income and equity indices. 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 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