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Global Financial

  • CTA Name : Baron & Filtenborg Capital Management (Financial)
  • Program Name : Global Financial
  • Start Date : 1997-06-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : 0%
  • Fundamental : Yes
  • Technical : -
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : -
  • Energy : Yes
  • Grains : -
  • Meats : -
  • Softs : Yes

Baron & Filtenborg Capital Management (Financial)

Global Financial

There is no performance data for this program

Program Description: The principles on which the development of the trading algorithms of Baron Filtenborg is based, is the assumption of the existence of periods with non-random or trending behavior in price interrupted by intermittent periods of random range trading. The probability of occurrence of such directional movements in price increases with the number of qualified markets probed. Consequently, at a tactical level capital is allocated dynamically among a diversified group of markets with limited intercorrelation as well as among the various independent trading algorithms. The diversification thus obtained limits the exposure to the independent markets and simultaneously increases the probability of participating in the price trends when these occur. Each trade based on one of the applied algorithms is assigned only marginal significance. Only by patiently and disciplined applying the algorithms consistently to the market universe over an extended period of time, that is by participating in a high number of trades, each with a positive mathematical expectancy, does the resulting program reach its full potential. Further, the approach fully incorporates the time tested maxim of letting profits run and cutting losses short.

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