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

GRAHAM CAPITAL MANAGEMENT, L.P.
K4 Program at 150% Leverage

  • CTA Name : Graham Capital Management, L.P.
  • Program Name : K4 Program at 150% Leverage
  • Start Date : 1999-01-01
  • Trading Strategy
  • Systematic : 50%
  • Discretionary : 5%
  • Fundamental : -
  • 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.

K4 Program at 150% Leverage


There is no performance data for this program

Program Description: Graham Capital Managementís (GCM) K4 Program applies a proprietary trend-following discipline to a broad range of markets including global interest rates, foreign exchange, global stock indices and commodities. K4 incorporates a series of price, time, and volatility filters that typically cause the program to enter a position only when both a predetermined change in price and volatility have occurred. K4 is primarily long-term in nature and tends to maintain some positions longer than many trend- following techniques; however, it also includes short-term and intermediate trend-following and momentum strategies intended to increase diversification and provide additional profit opportunities.



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
Webmarketing