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NORTHBRIDGE CAPITAL MANAGEMENT INC.
Sigma (3X) Strategy

  • CTA Name : Northbridge Capital Management Inc.
  • Program Name : Sigma (3X) Strategy
  • Start Date : 2003-01-01
  • 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 : -
  • Interest Rates : -
  • Currencies : Yes
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

Northbridge Capital Management Inc.

Sigma (3X) Strategy


There is no performance data for this program

Systematic volatility trading of Forex options. Model designed to capture a variety of pronounced inefficiencies in the Forex options market Trades 15 major currency pairs across 4 maturities Non-correlated to any other asset class or trading strategy Profit target 14-16% Target volatility of 6.5% annualized SD



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