Harris Associates Open to Revised Paramount Skydance Bid for Warner Bros Discovery 
Elliott Management Takes $1 Billion Stake in Lululemon, Pushes for Leadership Change 
Bridgewater Associates Plans Major Employee Ownership Expansion in Milestone Year 
Elon Musk Wins Reinstatement of Historic Tesla Pay Package After Delaware Supreme Court Ruling 
Volaris and Viva Agree to Merge, Creating Mexico’s Largest Low-Cost Airline Group 
Micron Technology Forecasts Surge in Revenue and Earnings on AI-Driven Memory Demand 
Oracle Stock Slides After Blue Owl Exit Report, Company Says Michigan Data Center Talks Remain on Track 
Maersk Vessel Successfully Transits Red Sea After Nearly Two Years Amid Ongoing Security Concerns 
Dina Powell McCormick Resigns From Meta Board After Eight Months, May Take Advisory Role 
FedEx Beats Q2 Earnings Expectations, Raises Full-Year Outlook Despite Stock Dip 
LG Energy Solution Shares Slide After Ford Cancels EV Battery Supply Deal 
Trump Signals Push for Lower Health Insurance Prices as ACA Premium Concerns Grow 
Trump Administration Reviews Nvidia H200 Chip Sales to China, Marking Major Shift in U.S. AI Export Policy 
Boeing Seeks FAA Emissions Waiver to Continue 777F Freighter Sales Amid Strong Cargo Demand 
FDA Fast-Tracks Approval of Altria’s on! PLUS Nicotine Pouches Under New Pilot Program 
Republicans Raise National Security Concerns Over Intel’s Testing of China-Linked Chipmaking Tools 
ANZ New CEO Forgoes Bonus After Shareholders Reject Executive Pay Report 
 - EconoTimes)
NEW YORK, Aug. 30, 2016 -- The Index Committee approved the following changes to the QTI’s composition and methodology. The changes are designed to improve benchmark tracking characteristics. The changes are expected to take effect on September 1st.
- The weights of the shortest term models, QTI1 and QTI2, decrease by 15% and the weight of the longest term model, QTI4, increases by 20%.
- Equity Indices and Foreign Exchange sector weightings increase by 10% and 5% respectively.
- The Agriculturals sector weighting decreases by 20%. Cocoa and Cotton market weights decrease by 70%. Gold and Silver market weights increase by 30%.
- Within Fixed Income, the weight of the Interest Rates sub-sector decreases by 20% and the weight of Bonds sub-sector increases by 10%.
Average trade length is expected to increase to 36 days. Portfolio volatility is expected to decrease by 5%.
About QTI
QTI is designed to track generally the performance generated by the broad class of managed futures strategies employed by most trend-following CTAs and to match on a risk-adjusted basis the performance of well-known CTA indices. QTI systems generate signals on a daily basis diversified over three models: short, medium and long-term. QTI trades 66 markets across four sectors: Commodities, Equity Indices, Fixed Income and Foreign Currencies. Live trading commenced in August 2011. QTI is calculated by S&P Dow Jones Indices. “S&P Dow Jones Indices” is a service mark of Dow Jones Trademark Holdings LLC.
QTI won the 2015 CTA Intelligence US Performance Award for “Best Investible CTA Index”.
About Quest
Quest is a research driven alternative investment firm headquartered in New York and founded by Nigol Koulajian in 2001. Quest employs a systematic trading process across multiple asset classes in over 80 liquid global markets. 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 some of 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.
Equinox Funds [email protected]
