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AST CAPITAL MANAGEMENT
AST Trend Counter Trend (TCT) Program |
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- CTA Name : AST Capital Management
- Program Name : AST Trend Counter Trend (TCT) Program
- Start Date : 2005-11-01
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- Trading Strategy
- Systematic : 100%
- Discretionary : 0%
- Fundamental : Yes
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : -
- Mid-Term : Yes
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : -
- Softs : -
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AST Capital Management
AST Trend Counter Trend (TCT) Program
There is no performance data for this program
The Trend Counter Trend (TCT) Program utilizes a long-term trend following strategy with an average trade duration of 130 days, and a shorter-term volatility break out strategy that has an average trade duration of 45 days. There was no optimization done to these strategies and they are simply combined in a 50/50 mix to create the trend following portion of our program. The counter trend strategy acts as a hedge for trend following strategies. Another way to look at it is the counter trend is an effective exit for the trend following strategies. Ultimately what the counter trend is attempting to do is add alpha to trend following returns.
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