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

Global Diversified 2XL Program

  • CTA Name : Graham Capital Management, L.P.
  • Program Name : Global Diversified 2XL Program
  • Start Date : 1998-01-01
  • Trading Strategy
  • Systematic : 50%
  • Discretionary : 10%
  • Fundamental : Yes
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : Yes
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : Yes
  • Softs : Yes

Graham Capital Management, L.P.

Global Diversified 2XL Program

There is no performance data for this program

Program Description: The Global Diversified 2XL Portfolio (GDP 2XL) invests in the same pool of assets as that of GCM’s Global Diversified Portfolio (GDP) and participates on a pro rata basis in all profits and losses related thereto, except the Global Diversified 2XL Portfolio is leveraged at twice the rate of the Global Diversified Portfolio. The GDP program utilizes multiple computerized quantitative models across a variety of time horizons designed to participate in the potential profit opportunities of a large number of global markets. This program features diversification across both financial and non-financial markets. While GDP utilizes models that are primarily long term in nature, it also includes short-term and intermediate trend-following and momentum strategies, as well as other non-trend based quantitative strategies, creating a program intended to generate compelling returns in a wide variety of market environments.

Return to the G 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