Register for FREE ACCESS to the CTA Database, Research Reports and In-Depth Qualitative Analysis

click here
Submit your Managed Futures program, update your monthly performance

click here

Futures Program

  • CTA Name : Arete Capital Management, LLC
  • Program Name : Futures Program
  • Start Date : 2004-10-01
  • Trading Strategy
  • Systematic : 90%
  • Discretionary : 10%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : Yes
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : -
  • Meats : -
  • Softs : -

Arete Capital Management, LLC

Futures Program

There is no performance data for this program

Basically, our trading approach is a morph of fundamental analysis blended with a series of proprietary technical tools. Our discipline derives from the interrogation of economic data and what our interpretation on directional bias that this data might have on the various markets that we trade. We also aggressively analyze, interrogate and interpret the effects of external market influences that may be the motivating factor pushing the price of the market we seek to trade. For instance, if we are trading stock index futures we are monitoring the effect(s) of the bonds, energies, currency and other markets that may affect the stock indices either positively or negatively. It might be worth mentioning that our analysis may take the inverse opinion from one day to the next given the same set of external influence(s). Within the context of trading stock index futures, which is our primary market, we are also continuously analyzing the subcomponents and/or sectors that comprise each major index. We feel the benefit of this approach is twofold; first it is extremely important in our opinion to intimately know the market you are trading and how it is composed to be aware of what is influencing direction; and second, if an index is moving with very narrow participation and perhaps sector cross currents, then the probability for any impulse move to be sustained is lowered in our estimation. Additionally, in conjunction with our top down fundamental analysis and pre-determined ideas on how we may anticipate price movement relative to economic releases and other data, we have a series of proprietary mathematical models that we extensively utilize as tools for determining price entry, exit and risk. Our technical analysis tends to measure price momentum, market inertia and the probability of wave patterns.

Return to the A Index Page

Return to the Info Index Page

Copyright 2004-2008 | Managed Account Research Inc. - All rights reserved
No part of this website may be copied or reproduced except for personal use without obtaining prior written permission from Managed Account Research, Inc.

Home | About Us | Services | Research | Investments | Resources | Risk & Policies | Login | Contact Us