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The Fractal Long-Short

  • CTA Name : Delafon, Olivier
  • Program Name : The Fractal Long-Short
  • Start Date : 2001-04-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : -
  • Currencies : Yes
  • Metals : -
  • Energy : Yes
  • Grains : -
  • Meats : -
  • Softs : -

Delafon, Olivier

The Fractal Long-Short

There is no performance data for this program

Program Description: The Fractal Long Short is in total decorrelation with the stock market. Diversification is achieved in terms of groups Petroleums: (Heating Oil, Crude Oil, Natural Gas and Unleaded Gasoline). Currencies: (Canadian Dollar, Euro, Swiss Franc, and Japanese Yen). Stock Indices: (mini-contacts of S&P, Nasdaq, Midcap, and Russell). Diversification is also achieved in terms of market directions. Half of the positions in each group are short and the other half is long. The Fractal Long Short is really hedged. Any trading system has ups and downs. Periods of positive performance as well as drawdowns. What makes the difference is the risk management. New positions are entered at the beginning of each month after waiting for a drawdown of a minimum of -5%. Positions are closed and exited after a period of positive performance of +5%. This risk management technique attempts to increase the chances of success for the investor.

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