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Diversified Global Program

  • CTA Name : Integrated Managed Futures Corp.
  • Program Name : Diversified Global Program
  • Start Date : 1996-08-01
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : Yes
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : -
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : Yes
  • Softs : Yes

Integrated Managed Futures Corp.

Diversified Global Program

There is no performance data for this program

IMFC has developed a proprietary systematic trading strategy to manage client accounts. Investment decisions are made based on clearly quantifiable information and are executed in a rational and methodical manner unaffected by behavioral or judgmental biases. IMFC's strategies utilize multiple non-correlated signal generators that have the effect of reducing position sizes in markets at equilibrium often to the point of having no exposure to those markets, and increasing position sizes in markets that are trending. Proprietary smoothing techniques are also used to separate underlying trend-persistence from random noise, resulting in continuous exposure to long-term market trends of one year or longer. In addition, IMFC's strategies incorporate portfolio management algorithms that adjust overall market exposure based on mean reverting characteristics evident at the portfolio level. IMFC generally invests over sixty percent of the portfolio in physical commodity futures such as metals, energy futures and agricultural and soft commodities. In addition, IMFC invests in global currency and treasury debt futures. IMFC has no exposure to equities and/or equity indicies.

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