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ANALYTIC INVESTMENT MANAGEMENT
Non-Linear Currency Prediction Program |
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- CTA Name : Analytic Investment Management
- Program Name : Non-Linear Currency Prediction Program
- Start Date : 1995-03-01
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- Trading Strategy
- Systematic : -
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : -
- Sector Specific Strategy : Yes
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : -
- Interest Rates : -
- Currencies : Yes
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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Analytic Investment Management
Non-Linear Currency Prediction Program
There is no performance data for this program
Program Description: Common to all A.I.M.'s trading program is the application of advanced technology to construct forecasting and trading models using a unique blend of statistics, econometrics, quantitative analysis and novel scientific concepts. This synthesis of different approaches effectively overcomes the well-known deficiencies of traditional techniques and has led to development of highly efficient real-time decision-support tools. Especially significant for N-Lin is its outstanding risk control highlighted by the fact that over the eight year test period no losing twelve month period occurred. The tight control are further evidenced by the very low maximum drawdown encountered: over the eight years of simulated trading the maximum drawdown amounts to 5.3%
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