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OPTIMAL MODELS AND DECISIONS INC.
Active Beta |
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- CTA Name : Optimal Models and Decisions Inc.
- Program Name : Active Beta
- Start Date : 2007-01-07
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- Trading Strategy
- Systematic : 99%
- Discretionary : 1%
- Fundamental : -
- Technical : -
- Diversified Market Strategy : -
- Sector Specific Strategy : Yes
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : Yes
- Multi-Term : Yes
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- Markets Traded
- Stock Index : Yes
- Interest Rates : -
- Currencies : -
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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Optimal Models and Decisions Inc.
Active Beta
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
PLEASE NOTE--PERFORMANCE FROM 1/2007 TO 4/2007 IS FROM ADVISORS PROPRIETARY ACCOUNT AND THE RESULTS ARE PRO-FORMA AND ARE NET OF 2/20 FEES
Active Beta is a quantitative, short-term, long/short, global equity index methodology. Active Beta uses multi-timeframe pattern recognition and signal filtering processes to produce returns which are uncorrelated to traditional and alternative asset class benchmarks and other investment manager's returns. Active Beta's expected one year daily correlation with the Calyon Financial Barclay Index is -0.8%.
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