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Bond Trading

  • CTA Name : Talon Capital Management, LLC
  • Program Name : Bond Trading
  • Start Date : 2002-03-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : -
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : -
  • Sector Specific Strategy : Yes
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : -
  • Interest Rates : Yes
  • Currencies : -
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

Talon Capital Management, LLC

Bond Trading

There is no performance data for this program

Program Description: The ability to correctly model the relationship between what may appear as disparate data points, is central to our ability to make correct trading decisions. Once this data is configured, we employ digital signal processing techniques that utilize intelligent agents to produce a predictive outcome. These agents are imbued with proprietary neural network technology that has been over a decade in development. Only the best performing agents are allowed to contribute to the decision making process, and the underperformers are retired. This universe of agents is further reduced for redundancy using traditional regression modeling, so that any replication of agents is eliminated. On a daily basis these agents in aggregate make a decision to enter or exit a trade. This decision making process is monitored on a real time basis to determine the statistical significance of a given or series of trading results. This exercise is used to determine the probability of a given result being attributed to chance. When the model has located deterministic patterns of price movement, the probability of the results being generated that would be attributable to chance are vanishingly remote. The true value of our methodology is its ability to adapt to changing market conditions. All markets change over time as participants and environmental factors are dynamic phenomenon. Our methodology has been developed to not only detect and monitor this change, but to be able to make correct trading decisions as this change develops. The most severe limitation of most trading systems is the limitations of a static model attempting to define a dynamic process. Talon Capital has overcome this limitation, by developing a truly dynamic trading methodology that can be evaluated on a quantifiable basis in real time. This ability to dynamically model changing markets is what defines Talon, and provides its investors with a unique value proposition.

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