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Non-Linear Commodities Program

  • CTA Name : Carat Capital, LLC
  • Program Name : Non-Linear Commodities Program
  • Start Date : 2001-01-01
  • 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 : -
  • Markets Traded
  • Stock Index : -
  • Interest Rates : -
  • Currencies : -
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : Yes
  • Softs : Yes

Carat Capital, LLC

Non-Linear Commodities Program

There is no performance data for this program

CARAT’s Non-Linear Commodities Program applies a non-linear mathematical approach to the commodity markets. The program is unique because it uses modern research and technology – such as neural networks, "knowledge engineering," and artificial intelligence. These approaches offer more flexibility than traditional technical trading systems. The Non-Linear Commodities Program applies these non-linear approaches – in combination with risk management and portfolio. The program invests in commodity futures and options markets around the world – focusing on energy, metals, grains, meats, and soft commodities – and 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 twenty 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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