Register for FREE ACCESS to the CTA Database, Research Reports and In-Depth Qualitative Analysis

click here
Submit your Managed Futures program, update your monthly performance

click here

Axel Aggressive Growth

  • CTA Name : Farr Investments
  • Program Name : Axel Aggressive Growth
  • Start Date : 2003-01-01
  • Trading Strategy
  • Systematic : 85%
  • Discretionary : 15%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : -
  • Sector Specific Strategy : Yes
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : Yes
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : -
  • Currencies : -
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

Farr Investments

Axel Aggressive Growth

There is no performance data for this program

Trading Programs typically invest in credit option spreads on the S&P 500 Futures market. Credit option spreads involve the simultaneous purchase and sale of options on S&P 500 Futures that have different strike prices. With each spread, the premium received from the option sold is greater than the premium paid for the option bought. The Advisor seeks to initiate these credit option spreads that have asymmetric risk with specific return objectives for each trade. In addition, using an option spread enables the Advisor to better manage risk associated with volatile market moves. Each option spread will typically be held up to 60 days. The approach can be used in both bull and bear markets, and the Advisor will generally initiate new option spreads each month. At times, the market can and will move against a current option spread position held by the Advisor. In this circumstance, the Advisor uses several techniques to adjust positions. The adjustment might involve liquidating the position held and/or initiating new positions in futures or options on futures to minimize risk exposure.

Return to the F Index Page

Return to the Info Index Page

Copyright 2004-2008 | Managed Account Research Inc. - All rights reserved
No part of this website may be copied or reproduced except for personal use without obtaining prior written permission from Managed Account Research, Inc.

Home | About Us | Services | Research | Investments | Resources | Risk & Policies | Login | Contact Us