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Mondiale Leveraged Trading Proram

  • CTA Name : Mondiale Asset Management, Ltd.
  • Program Name : Mondiale Leveraged Trading Proram
  • Start Date : 1997-09-01
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : -
  • Sector Specific Strategy : Yes
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : Yes
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : -
  • Currencies : Yes
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

Mondiale Asset Management, Ltd.

Mondiale Leveraged Trading Proram

There is no performance data for this program

Strategy Overview The focus of Mondiale's style is to generate consistently attractive risk-adjusted returns through both rising and falling markets. Mondiale's investment methodology is characterized by the systematic, directional trading of equity indices and currencies. Our trading strategies are trend-following in nature, with market movements dictating the portfolio's positions. Using only quantitative, computer driven trading strategies across multiple domestic and international markets, the Mondiale portfolio is systematically re-positioned to profit from market trends while, at the same time, always acting tominimize drawdowns. Investment Style Mondiale does not attempt to predict or forecast markets. Instead, all strategies are reactive, with price movements determining investment positions. When the price trend in a market begins to change direction, the strategies will identify this change and begin to rebalance the portfolio to profit from the new trend. Mondiale's investment strategies are rooted in the rigorous statistical analysis of trading model performance against historical data. Mondiale employs proprietary quantitative strategies that have been (1) developed around research hypotheses, (2) validated by historical back-testing, and (3) meticulously programmed to facilitate systematic computer-driven implementation. This investment methodology removes the significant human risk associated with non-systematic, discretionary investment decisions that might otherwise be made by individual managers. Importantly, capital preservation and systematic risk management are integral to the trading model. All trades are allowed a predetermined maximum loss and when a position crosses this loss threshold, it is immediately closed out. In contrast, profitable positions are allowed to grow and are maintained until a change in the price trend is identified. Entering and exiting markets on a short-term basis in this fashion alters the dynamics of a portfolio's risk. Market declines, the inherent risk of the traditional buy and hold portfolio, do not represent a risk to these trading strategies (in fact, market declines represent an opportunity). Performance Hedge Program Composition The Performance Hedge Program consists of a dynamic mix of equity index and currency positions, each of which may be long, short, or neutral. The combined exposure of the portfolio's global equity and currency positions is restricted to a maximum of 200% of the account's nominal value, and short equity exposure is restricted to a maximum of 60% of the account's nominal value. Equity and foreign exchange exposure is obtained solely through the use of exchange-traded futures contracts. The minimum account size for the Mondiale Performance Hedge Program is US$2,000,000. For notionally funded accounts, the minimum ratio of actual funds to nominal account value is 20%.

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