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NORTHBRIDGE CAPITAL MANAGEMENT INC.
Northstar Strategy |
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- CTA Name : Northbridge Capital Management Inc.
- Program Name : Northstar Strategy
- Start Date : 2001-02-01
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- Trading Strategy
- Systematic : 100%
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : -
- Sector Specific Strategy : Yes
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : Yes
- Multi-Term : -
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- Markets Traded
- Stock Index : -
- Interest Rates : -
- Currencies : Yes
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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Northbridge Capital Management Inc.
Northstar Strategy
There is no performance data for this program
Statistical Arbitrage based on high frequency, short term trading (less then 24 hours) of Forex Spot. Six systematic models: Three Momentum-Based Three Mean-Reverting Non-correlated with most alternative strategies Part of risk allocated to Sigma strategy Profit target 10-12% Target volatility of 5% annualized SD
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