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Global Portfolio

  • CTA Name : Millburn Ridgefield Corporation
  • Program Name : Global Portfolio
  • Start Date : 1989-11-01
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : -
  • Sector Specific Strategy : Yes
  • Trade Duration
  • Long-Term : Yes
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

Millburn Ridgefield Corporation

Global Portfolio

There is no performance data for this program

Millburn Ridgefield trading method is to participate in each major sustained price move and regards its approach as long-term in nature. Millburn considers its methodology to be an exercise in risk control. It includes systems applicable to each market traded individually and money management principles applicable to a portfolio as a whole. The first step in the methodology is developing hundreds of intermediate to long-term systems for generate trading decisions. The full range of systems is tested in each market against historical data. Performance is then ranked and 3 to 4 systems are selected for each market that make decisions in different ways at different times. This multi-system approach ensures that the total risk intended to be taken in a market is spread over several different strategies. The end effect is that in periods where the technical picture is unclear, the systems disagree and positions will be light or flat, but when all systems agree on the trend, maximum positions will be traded.

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