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RED ROCK CAPITAL MANAGEMENT, INC.
Diversified Program |
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- CTA Name : Red Rock Capital Management, Inc.
- Program Name : Diversified Program
- Start Date : 2003-09-01
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- Trading Strategy
- Systematic : 100%
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : Yes
- Mid-Term : -
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : -
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
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Red Rock Capital Management, Inc.
Diversified Program
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
We currently offer one proprietary trading program - The Diversified Program. The Diversified Program is a computerized, diversified, long-term trend following trading system. The Diversified Program has a lower trading frequency and holds positions for longer periods of time than most other CTA's trend following programs. We believe this offers you the following potential advantages:
Lower correlation to other trend following programs.
Access to smaller markets that are typically unavailable to larger, high trade frequency programs. These smaller markets are often uncorrelated to larger currency and interest rate markets where large CTA programs, of necessity, must concentrate their positions. Additionally, smaller markets can exhibit strong trending characteristics yielding high trend following returns. Being able to include these smaller uncorrelated trending markets in our program provides you with potentially higher risk-adjusted return.
Reduced sensitivity to price shocks. The program's long holding period is a result of wide trend reversal points. Our proprietary position-sizing formula limits position sizes to keep the overall portfolio risk within target levels. Smaller position size means lower exposure to price shocks.
Reduced sensitivity to transaction costs such as execution slippage and commissions.
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