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

Jacobson Currency

  • CTA Name : Jacobson Fund Managers Limited
  • Program Name : Jacobson Currency
  • Start Date : 1997-04-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : 0%
  • Fundamental : -
  • Technical : -
  • Diversified Market Strategy : -
  • Sector Specific Strategy : Yes
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : Yes
  • Markets Traded
  • Stock Index : -
  • Interest Rates : -
  • Currencies : Yes
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

Jacobson Fund Managers Limited

Jacobson Currency

There is no performance data for this program

Program Description: The trading strategy of the Jacobson Currency Programme is primarily based on the analysis of the cross-currency movements of 21 major currency pairs. The major pairs are the AUD, CAD, CHF, Euro, GBP and JPY against the USD. These seven currencies define 21 cross-rates that are used to construct a portfolio with a minimum variance (overnight VAR of 1%). The Advisorís trading systems and methodologies are based on ideas and developments that have been engineered by the principals of Jacobson over the last ten years. These have been proven to be significant and robust in over five and a half years of live trading. The developments have evolved over many different market conditions. The significant lack of correlation between the Advisorís performance and that of all major markets is important to note. As well as this lack of market correlation is the extremely low correlation of performance with other currency managers and other trading advisors in general. The programme allows the diversification of risk and the enhancement of returns for more traditional portfolio investments. All trades are based on cash spot FX. No currency forwards or derivatives are traded. In addition, other currencies, currency pairs, and relevant instruments that present liquid and profitable trading opportunities, will be considered and included in the programme from time to time.

Return to the J 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