Register for FREE ACCESS to the CTA Database, Research Reports and In-Depth Qualitative Analysis

click here
Submit your Managed Futures program, update your monthly performance

click here

TAMI Domestic 2X

  • CTA Name : Tucson Asset Management,Inc.
  • Program Name : TAMI Domestic 2X
  • Start Date : 1995-08-31
  • Trading Strategy
  • Systematic : 95%
  • Discretionary : 5%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : Yes
  • Mid-Term : Yes
  • Short-Term : -
  • Multi-Term : Yes
  • Markets Traded
  • Stock Index : -
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : -
  • Softs : Yes

Tucson Asset Management,Inc.

TAMI Domestic 2X

There is no performance data for this program

TAMI employs a fully systematic trading system which seeks to beneifit from intermediate- to long-term moves in a broad basket of U.S. commodities, including interest rate, currency, metal, grain, energy and other markets. TAMI's models are applied uniformly to all markets traded in this program. Options are utilzed on occasion to hedge winning positions. The establishment of futures contracts positions relies primarily on computer-based trading programs or models prepared from technical analysis which generate trading signals. Trading becomes largely automatic in the sense that TAMI generally follows the signals generated by the program or model; however, discretion may be used in determining when and in what manner to execute trades indicated by the system. TAMI, using its own judgement, determines delivery months, method of order entry and the overall leverage for the portfolio. For hedging, TAMI may purchase options to protect individual commodity futures trading positions. In this case, options would be used to reduce the risk of a specific trading position.

Return to the T Index Page

Return to the Info Index Page

Copyright 2004-2008 | Managed Account Research Inc. - All rights reserved
No part of this website may be copied or reproduced except for personal use without obtaining prior written permission from Managed Account Research, Inc.

Home | About Us | Services | Research | Investments | Resources | Risk & Policies | Login | Contact Us