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Global Diversified

  • CTA Name : SJO, Inc.
  • Program Name : Global Diversified
  • Start Date : 1995-07-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : Yes
  • Softs : Yes

SJO, Inc.

Global Diversified

There is no performance data for this program

Program Description: The Global Diversified Program seeks to capitalize on price trends in financial and commodity markets. This program is highly diversified by market sector and trades approximately 30 markets. As of August, 2001 the program employs a volatility based price breakout system for determining the price to initiate or liquidate a trade in a particular market (from June 1995 to July 2001 the program employed the modified efficient frontier methodology). Stop placement uses the discretion of the head traders. In order to be able to focus on the markets with better potential for making a trend, the number of trading units for portfolio management is equal to about 60% of the total potential markets in the portfolio. The portfolio management uses the discretion of the head traders in selecting the markets to be held in the portfolio.

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