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Global Interest Rate Prgram

  • CTA Name : CARAT Captial, LLC
  • Program Name : Global Interest Rate Prgram
  • Start Date : 1996-12-01
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : -
  • Sector Specific Strategy : Yes
  • Trade Duration
  • Long-Term : Yes
  • Mid-Term : Yes
  • Short-Term : -
  • Multi-Term : Yes
  • Markets Traded
  • Stock Index : -
  • Interest Rates : Yes
  • Currencies : -
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

CARAT Captial, LLC

Global Interest Rate Prgram

There is no performance data for this program

CARAT's Global Interest Rate Program invests in both short-term and long-term interest rate futures and options in the U.S., Japan, U.K., Germany, France, Switzerland, Canada, and Australia. The program attempts to profit from global interest rate movements, as well as shifts and spreads among yield curves around the world. CARAT applies multiple quantitative investment strategies and technical models which vary in time-frame from short-term to intermediate and long-term. The CARAT Global Interest Rate Program is diversified in terms of the number of markets traded and the number of quantitative approaches. CARAT anticipates that the program may hold positions at any one time in as many as fifteen different futures and options interests and expects that up to twenty percent of an account's assets will be committed to margin.

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