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Systematic Metals and Currency Trading Program

  • CTA Name : Faulkner Capital Inc.
  • Program Name : Systematic Metals and Currency Trading Program
  • Start Date : 2008-02-19
  • Trading Strategy
  • Systematic : 95%
  • Discretionary : 5%
  • Fundamental : -
  • Technical : -
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : Yes
  • Short-Term : Yes
  • Multi-Term : -
  • Markets Traded
  • Stock Index : -
  • Interest Rates : -
  • Currencies : Yes
  • Metals : Yes
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

Faulkner Capital Inc.

Systematic Metals and Currency Trading Program

There is no performance data for this program

Faulkner Capital Inc. relies on systematic trading strategies to identify and exploit temporary and long-term mispricings in commodity markets. No single approach is used for all markets. Faulkner Capital Inc. believes in using different trading strategies – some for the same market – to take advantage of different market conditions and to lower the volatility of trading returns. The goal of Faulkner Capital Inc. is to execute all trading strategies mechanically. However, at times, discretion and judgment may be used in deciding at which time of the day to place a trade, in determining the size of individual positions or of the overall portfolio, or in determining whether exposure to certain markets will be allowed due to risk management considerations. The main focus of the Systematic Metals and Currency Trading Program is G10 currency futures and spot markets. As much as 90 percent of the portfolio’s exposure may be to off-exchange foreign currency markets. The program also uses systematic trading strategies to identify base or precious metals contracts that appear to be under- or over-valued.

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