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Diversified Financial and Currency

  • CTA Name : First Southeastern Capital Management
  • Program Name : Diversified Financial and Currency
  • Start Date : 1997-07-01
  • 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 : Yes
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

First Southeastern Capital Management

Diversified Financial and Currency

There is no performance data for this program

The Advisor's trading program is based on a systematic quantitative technical methodology which utilizes a proprietary computerized model to generate specific trade entry and exit points. The Advisor maintains a disciplined, non-discretionary, approach to their model. The Advisor's quantitative model incorporates two distinct internally developed components. The first is used to generate an analysis of the general market trend. The second generates an oscillator that along with the trend following components provides specifis trade entry and exit points. While the model identifies and takes advantage of near-term direction, it also tracks the longer trend and allows profits to accrue during an extended market move. The advisor utilizes a computerized on-line program to both monitor market conditions and to generate buy and sell signals based upon model output. Rather than trading specifically for profit maximization, the Advisor's trading program is designed to generate attractive speculative returns coupled with manageble drawdowns. To further minimize drawdowns, the Advisor's utilizes strict money management principles to maintain a relatively low percentage of capital at risk (i.e. 9% to 15% margin-to-equity ratios.)

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