|
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
|
|
|
GRAHAM CAPITAL MANAGEMENT, L.P.
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
|
