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MERIT ALTERNATIVE INVESTMENT GMBH
GPS Program

  • CTA Name : MERIT Alternative Investment GmbH
  • Program Name : GPS Program
  • Start Date : 2001-11-01
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : Yes
  • Multi-Term : -
  • Markets Traded
  • Stock Index : -
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : Yes
  • Softs : Yes

MERIT Alternative Investment GmbH

GPS Program


There is no performance data for this program

GPS Trading is a short-term trend-following system, which invests in a broad spectrum of worldwide futures, including interest, currencies, metals, energy, grains, meats and softs. The current portfolio consists of 16 markets with emphasis on independent market groups. It is mainly engaged in commodity futures in order to be uncorrelated to common investments and for portfolio stability. The strategy is fully computerized and statistical in nature which is systematically applied to all markets in the portfolio. Sophisticated money management techniques along with real-time risk management determine the favourable risk reward ratio. Margin requirement of the system is usually between 30 50% of equity and trading frequency is 5.000 - 8.000 round turn/ million USD a year.



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