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ABRAHAM TRADING COMPANY
Diversified |
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- CTA Name : Abraham Trading Company
- Program Name : Diversified
- Start Date : 1988-01-01
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- Trading Strategy
- Systematic : 99%
- Discretionary : 1%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : Yes
- Mid-Term : -
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : -
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
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Abraham Trading Company
Diversified
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
Abraham Trading Company’s trading methodology is a systematic long-term trend-following approach implementing filtering techniques that avoid trends with adverse risk/reward characteristics. While their goal is capturing long-term trends, the system only enters the market during periods when the risk/reward of a trade is heavily in their favor. Their system avoids trends that statistically have a positive expectation, but have unaccrptable risk characteristics. Four sub-systems are used to add some diversification and reduce slippage costs. Abraham Trading Company’s portfolio contains 51 markets covering the grain, soft, meat, energy, metal, currency, and interest rate sectors. The markets are weighted so that their overall exposure is 60% commodity-based and 40% financial-based.
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