commodity trading advisors

From our inception CTAs have been a focal point of our development and research efforts. Over the years we’ve worked with almost every kind of strategy type and derivatives instruments utilized in the CTA space. Whether its strategy level tracking for systematic CTAs, 13-column reporting for your managed account program, allocation of bunched orders, or support for commodity spread trades, we’ve got you covered. The support we’ve provided to literally thousands of managed accounts means our cloud based security master covers nearly every future and option instrument traded. Because the HedgeFacts suite of applications is fully integrated now you can have one stop for trade capture, reconciliation, allocation, performance, risk, and investor reporting.

Key Highlights for CTAs include:

  • Native support for relevant CTA products including separately managed accounts (SMAs), Commodity Pools (CPOs), and program composites that roll up all accounts traded as part of a strategy
  • Automated trade capture via exchange APIs, flat file uploads, and the HedgeFacts API
  • Two-way trade, position, and p&l reconciliation with exceptions delivered via scheduled reports or intuitive user interfaces
  • Bunched order allocation of trades including standard and innovative methods, with easy to use templates for creating trade blocks for your managed accounts and tools to minimize the risk of tracking error between accounts
  • Daily p&L reporting and dynamic pivot table style tools to attribute performance across sectors, products, or symbols for any managed account, fund, trader/strategy, or program composite
  • Standard monthly reporting schedules such as 13-column reports and fee invoices/statements, with the option to outsource monthly accounting reconciliations to HedgeFacts‘ team of accountants and analysts with decades of experience in alternative investments
  • Risk analytics designed to meet the specific needs of commodity managers such as sophisticated VaR methods that handle gamma and vega risk in an options book, models that decompose risk by traders, sectors and positions, and tools to stress test a portfolio against movements in the commodity forward curve

Interested in learning more about HedgeFacts.
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