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DIGILOG CAPITAL L.L.C.
Major Market Portfolio |
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- CTA Name : Digilog Capital L.L.C.
- Program Name : Major Market Portfolio
- Start Date : 1996-01-01
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- Trading Strategy
- Systematic : 95%
- Discretionary : 5%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : -
- Multi-Term : Yes
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- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : -
- Softs : -
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Digilog Capital L.L.C.
Major Market Portfolio
There is no performance data for this program
The trader uses a quantitative approach whose precept is that no single model will perform well under all circumstances. There are currently five distinct systems on the platform. Models are built to target distinct market environments; allocation among models is based on performance, with consideration to cross correlation. The models combine trading experience and extensive quantitative research. They are purely mathematical and contain no elements of technical analysis. This fund trades approximately 41 markets, and, except for the markets traded, is the exact same system as the DigiLog Full Portfolio.
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