We spoke with Tim Pickering almost two years ago for the October 15, 2009, issue of Opalesque Futures Intelligence. At that time he managed a natural gas ETF in addition to Auspice Capital Advisors' commodity trading advisor program. Since then he's developed the Auspice Broad Commodity and Managed Futures indexes, which are calculated and published by the New York Stock Exchange.
“The managed futures index is for investors that want CTA exposure but are not looking for CTA alpha.”