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Intraday Futures (IFT)

  • CTA Name : Analytic Investment Management (Intraday)
  • Program Name : Intraday Futures (IFT)
  • Start Date : 1996-03-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : -
  • Sector Specific Strategy : Yes
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : -
  • Currencies : -
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

Analytic Investment Management (Intraday)

Intraday Futures (IFT)

There is no performance data for this program

Program Description: An important feature of the Intraday Futures (IFT) is the intra-day aspect regarding position management: all initiated positions are closed out at the very latest MOC. Consequently, all overnight risk is eliminated. All trading signals for IFT are generated based on predictive technology which forecasts for market direction, amplitude and volatility. Each trading day, in-house neural networks produce a list of potential entry points. These points are determined by recent price information from the markets traded as well as from several relevant "slave" markets. The networks have the advantage over other pattern recognition techniques of being able to "learn" from changes in these markets. They are capable of recognizing changes in volatility or directional trends, and they use this information to effectively adjust entry and target levels. The average length of the trades is less than two hours.

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