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ANCILE CAPITAL MANAGEMENT, LLC
Global Markets Program |
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- CTA Name : Ancile Capital Management, LLC
- Program Name : Global Markets Program
- Start Date : 2005-04-01
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- Trading Strategy
- Systematic : 100%
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : Yes
- 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 : Yes
- Softs : Yes
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Ancile Capital Management, LLC
Global Markets Program
There is no performance data for this program
Multi-Strategy -- 70% trend following, 23% options/volatility arbitrage, 7% bond carry trading. Ancile Capital Management uses a comprehensive risk management system that monitors volatility on three levels: (1) individual market, (2) individual strategy, and (3) overall program. The risk management system periodically rebalances position sizing to reflect changes in volatility. It also maintains stop losses for positions.
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