HOME   CONTACT US
 
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

FIRST QUADRANT
Managed Currency

  • CTA Name : First Quadrant
  • Program Name : Managed Currency
  • Start Date : 1995-05-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : 2%
  • Fundamental : Yes
  • Technical : -
  • Diversified Market Strategy : -
  • Sector Specific Strategy : Yes
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : -
  • Interest Rates : -
  • Currencies : Yes
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

First Quadrant

Managed Currency


There is no performance data for this program

Program Description: Tactical Currency Allocation (TCA) utilizes the innovative research in fundamental quantitative currency modeling based on the highly successful global asset allocation product. TCA can be an active overlay program complementing existing global assets, or it can be used as a stand alone product treating currency as a sperate asset class. The returns of the currency program are essentially uncorrelated with the returns of the tactical asset allocation process and the returns of the global equity style management. Consequently, a portfolio that incorporates active currency allocation can generally benefit from a higher combined alpha at a level of comparable risk.



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
Webmarketing