Efficient adds quant-driven CTA strategy to platform

Efficient Capital Management added Wisconsin-based CTA firm Blackthorne to its fund hosting platform, which offers infrastructure to managers and investor access to a broader managed futures community.

Blackthorne’s Sentiment Enhanced Trading program invests in a diversified portfolio consisting of long and short commodity and financial futures. The Whitewater, Wisconsin-based firm’s models are built on proprietary analytic and trading software in combination with alternative data sources, such as market sentiment data extracted from Twitter, that are used to identify and execute on mispriced futures.

The trading program’s sentiment momentum models trad long or short based on the strength of the positive or negative market sentiment. The futures portfolio includes agricultural, energy, equity index, interest rates and metals.

“We are thrilled to enter into this significant new partnership with the launch of Blackthorne’s Sentiment Enhanced Trading Program on Efficient’s platform,” said Peter Layton, CEO and founder of Blackthorne. “The hosting of our Trading Program on Efficient’s platform enables us to focus on what we do best – manage money – while Efficient structures and operates the fund and provides us access to top-tier service providers from the very start.”

Layton is also a founding partner of the multi-manager investment firm Efficient Capital and is also chairman of a Box Holdings Group, which is a start-up electronic exchange.

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With $2 billion in nominal assets and a 20-plus year track record, Efficient has been making its infrastructure available to managers as a service to the managed futures community. By lowering the barriers to entry, officials said that they are able to provide investor access to a wider range of quality managers.

“Efficient is excited to host Blackthorne’s Sentiment Enhanced Trading Program on our Fund Hosting Platform,” said Curt Bradshaw, managing director of the Chicago area-based firm, “We value Blackthorne’s innovation in the financial markets, industry expertise and impressive leadership.”

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