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GRAHAM CAPITAL MANAGEMENT, L.P.
Proprietary Matrix Portfolio |
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- CTA Name : Graham Capital Management, L.P.
- Program Name : Proprietary Matrix Portfolio
- Start Date : 2002-05-01
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- Trading Strategy
- Systematic : 50%
- Discretionary : 20%
- Fundamental : Yes
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : -
- Multi-Term : Yes
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- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
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Graham Capital Management, L.P.
Proprietary Matrix Portfolio
There is no performance data for this program
Program Description: Proprietary Matrix (PMX) provides clients with significant exposure to GCM’s quantitative strategies complemented by an
allocation to our Fed Policy program and a diversified portfolio of discretionary and short-term technical strategies. PMX
capitalizes on the moderate to low correlations of the component strategies and offers the potential to provide strong risk-adjusted
returns in a variety of market environments. In addition to exhibiting low correlation to traditional and alternative investments,
PMX has historically featured low volatility and compelling performance results relative to a universe of trend-following managers.
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