CTA is a type of hedge fund strategy. This strategy invests in listed futures on indices and commodities using sophisticated quantitative models for investment selection.

The financial instruments used for this strategy are usually futures, especially futures on indices and shares.
The managed futures market began at the beginning of the 1980s. The term “managed futures” defines a group of hedge funds whose managers use options and futures as their investment instruments.

Originally, these managers concentrated on commodities futures, giving rise to the name used to define this category: “CTA”, i.e. Commodity Trading Advisors. Currently, all types of futures (including currency futures, as in this example) are used in these investments, not only commodities futures.

Funds must report their performance to indices that monitor such things, in this case "the CISDM Hedge Fund/CTA Database".

The performance of the index in question is weighted by the dollar.

Therefore, for your phrase you could put something like:

"Questa indice riflette l'andamento pesato dal dollaro (americano) dei CTAs monetarie che riferiscono alla database CISDM Hedge Fund/CTA."

My Italian is horrible, but you get the picture. I only answered this because nobody else was! :)

HTH,
Katy