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BEACON MANAGEMENT CORP.
Currency |
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- CTA Name : Beacon Management Corp.
- Program Name : Currency
- Start Date : 2002-10-01
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- Trading Strategy
- Systematic : 50%
- Discretionary : 50%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : -
- Sector Specific Strategy : Yes
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- Trade Duration
- Long-Term : Yes
- Mid-Term : Yes
- Short-Term : Yes
- Multi-Term : Yes
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- Markets Traded
- Stock Index : -
- Interest Rates : -
- Currencies : Yes
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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Beacon Management Corp.
Currency
There is no performance data for this program
The Beacon Currency program is a low volatility investment program that invests in the global currency markets using proprietary trend-following systems and portfolio allocation software. A systematic approach is applied to trading, diversification, and leverage. Several different trend-following systems are employed in the portfolio, including approaches based on moving averages, breakouts, option replication, and volatility. Systems vary from short-term methods that trade almost every day to long-term methods that sometimes hold positions for over a year. Overall exposure is managed so as to achieve a targeted level of portfolio volatility of 0.75% per day.
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