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PREMIA CAPITAL MANAGEMENT, LLC.
Commodity Plus (2X)

  • CTA Name : Premia Capital Management, LLC.
  • Program Name : Commodity Plus (2X)
  • Start Date : 1999-07-01
  • Trading Strategy
  • Systematic : 90%
  • Discretionary : 10%
  • Fundamental : Yes
  • Technical : -
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : Yes
  • Short-Term : Yes
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : Yes
  • Softs : Yes

Premia Capital Management, LLC.

Commodity Plus (2X)


There is no performance data for this program

Premia Capital Management employs statistical techniques to detect opportunities for earning a return for the provisionof liquidity in key derivatives markets. It also employs a set of statistical techniques to exploit a number of niche market anomalies. Although these strtegies can be employed across asset classes, the firm has a particular focus on opportunities within the commodity futures market. The program can be described as diversified and systematic with a stringfocus on limiting peak-to-trough drawdowns. Its investment approach has been designed to attempt to achieve the following goals: 1) The program's returns should be consistently high relative to the risk undertaken to achieve those returns, and 2)Its returns should be unrelated to the US stock market, particularly during times of equity-market stress.



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