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Managed Account Blend

  • CTA Name : Hyde Park Associates, LLC.
  • Program Name : Managed Account Blend
  • Start Date : 2006-10-01
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : Yes
  • Mid-Term : Yes
  • Short-Term : Yes
  • Multi-Term : Yes
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : Yes
  • Softs : Yes

Hyde Park Associates, LLC.

Managed Account Blend


Hyde Park currently has at its disposal an array of unique, distinctly different trading systems or “models” to initiate directional trades in as many as 50 liquid, exchange-traded, worldwide futures contracts (the “Models”). The Models’ objective is to achieve significant absolute returns (performance without regard to the performance of the U.S. equities and futures markets). There is no assurance this objective will be achieved or that the Models will avoid substantial losses. The Models are completely systematic, meaning they do not incorporate human discretion in making trading decisions. Each Model dynamically controls all aspects of the portfolio positions from initiation to exit (including position size) and dynamically adjusts to risk levels as they change in the marketplace. The Models attempt to take advantage of the diversification offered by trading a large, balanced portfolio of non-correlated sectors and the non-correlated aspects of the simultaneous use of short and long-term trades. The Models are not curve-fitted, no optimization has been performed and measures have been taken to remove subjectivity in their development. The fixed assumptions employed by the Models are applied identically to all contracts in all markets. During simulation, no implicit assumptions are made other than those for commissions and slippage. Once a Model begins actual trading it is never changed. The Advisor believes this is a critical factor in the Models’ ability to perform in the future as they have in the past. All Models are built under the auspices of an intuitive common denominator. For long-term Models, this denominator is the incalculable changing of supply and/or demand or the measurable elasticity of both. The Advisor believes these changing dynamics create sustainable secular and cyclical price “waves” that can last from months to years. For the shorter-term Models, the denominator incorporates the human emotions of fear and greed. These emotions are mostly “news” inspired and create smaller waves inside the trends that last a couple of months or even days. In the Advisor’s opinion, good system design centers on the accurate discrimination and recognition between these two types of price action and the confinement of trading only to the times when trends are in place.

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