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CAMPBELL & COMPANY
Global Diversified

  • CTA Name : Campbell & Company
  • Program Name : Global Diversified
  • Start Date : 1986-02-01
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : Yes
  • Mid-Term : Yes
  • Short-Term : -
  • Multi-Term : Yes
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : -
  • Meats : -
  • Softs : Yes

Campbell & Company

Global Diversified


PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW

Campbell & Company utilizes two distinct trading models, both which combine computerized technical trend following with quantitative portfolio management analysis. The differences between the two models can be characterized by sensitivity to price action. Example; Campbell’s C-6 model generally responds more quickly to near-term price action while the C-9 model takes a somewhat longer view of price behavior. As of 1995 a third trading model is being implemented on a limited basis for certain market which appear to respond well to contra-trend following techniques. Both C-6 and C-9 models are applied continuously to the Campbell portfolios. Campbell also employs a portfolio management strategy, the purpose of which is to determine periods of high and low portfolio risk. When such points are reached, positions may be reduced or increased so that portfolio risk is decreased or increased, respectively.



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