CTA運用投信は、ファンド・オブ・ファンズ方式で、CTA（Commod

CTA運用投信は、ファンド・オブ・ファンズ方式で、CTA（Commodity Trading Advisor）が運用するファンドに投資する投資信託をいう。また、CTAとは、商品・短期金融商品・債券・為替・株価指数などの先物相場（デリバティブ）を投資対象とし、高度なリスク管理を行って、リスクを抑えつつ高いリターンを追求する先物運用の専門業者をいう。一般にCTA運用投信では、定量モデルを用いて精度の高いコンピュータプログラムを開発し、アルゴリズム取引により「相場が上昇しても下落しても利益を狙える」ことが最大の特徴と言える。

ちなみに、2008年-2009年の世界的な金融危機において、相場急落局面で商品先物や株価指数先物の下落を予想できたCTAの運用成績が良かったことから、個人投資家の間でもCTAへの注目度が高まり、CTAを対象としたファンドが注目されるようになった。

結果 (英語) 1:

CTA operations Fund is a Fund of funds scheme, means the investment trust that invests in a fund operated by CTA (Commodity Trading Advisor). Specialist supplier of futures management to pursue a return to investment, such as products, short-term financial instruments, bonds, foreign exchange and stock index futures markets (derivatives) and CTA, advanced risk management, risk of disruption high. Developed, and generally on CTA operating funds using quantitative models precision computer programAlgorithmic trading allows characterizes the biggest 'prices have risen or fallen interests aim for'.

Good CTA incidentally, in the 2008 - 2009 global financial crisis could have predicted the fall in commodity futures and stock index futures in prices plunging production results from the growing attention to the CTA even among individual investors, using CTA Fund was noted.

結果 (英語) 2:

Fund-of-funds system, CTA operational investment trusts, refers to the mutual fund to invest in funds that CTA (Commodity Trading Advisor) are operational. In addition, the CTA, and the futures operation you have invest futures market, such as products and money market instruments, bonds, foreign exchange, stock index (derivatives), by performing the advanced risk management, the pursuit of high returns while reducing the risk refers to a specialized company. The CTA investment trusts, we developed a computer program with high accuracy by using a quantitative model, it can be said that "can aim a profit even if the decline rate is also rising," it is the biggest feature by algorithmic trading in general. By the way, since the global financial crisis of 2008-2009, investment performance of the CTA was able to predict the decline of the stock index futures and commodity futures in the market plunge aspect was good, to the CTA even among individual investors funds Attention is increased, intended for CTA began to be noticed.

結果 (英語) 3:

The CTA investment fund, fund of funds, CTA (Commodity Trading Advisor) to invest in the securities investment trust fund. The CTA, such as commodity and short-term financial bonds and foreign exchange and stock index futures and derivatives for investment, risk management, advanced means of pursuing high return futures investment professionals while suppressing the risk. In general, investment, development CTA operation with high accuracy by using a computer program, quantitative modelIt is "aim" algorithmic trading profits fell with the increase of the market can be said to be the biggest feature. Well, in 2008 and 2009 in the global financial crisis, the situation can be expected to plunge in commodity futures and stock index futures fell from the performance of the CTA good attention to CTA individual investors, such as attention to CTA funds.