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ALTERNATIVE ASSET MANAGEMENT
Trendoscil Institutions |
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- CTA Name : Alternative Asset Management
- Program Name : Trendoscil Institutions
- Start Date : 2003-05-01
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- Trading Strategy
- Systematic : -
- Discretionary : 5%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : -
- Sector Specific Strategy : Yes
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : -
- Interest Rates : -
- Currencies : Yes
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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Alternative Asset Management
Trendoscil Institutions
There is no performance data for this program
Program Description: "Trendoscil" has been designed to integrate in one system the strength of those distinct approaches and cancel out their negative properties, by combining a trend following indicator and an oscillator. The trend-following indicator is a simple moving average of the closing price calculated from the closes by summing all the data points over a defined window length and then dividing the sum by the length of the window. The length of the window is optimized for specific markets and volatility. The oscillator will be rising during uptrends that are gaining strength. If the trend turns down, this indicator will turn negative. A buy or a sale will be implemented according to the signal generated by the trend-following indicator. Both indicators are used to confirm each other, so if one indicator signals to buy and the other to sell, then no trade takes place. It only takes one of the indicators to exit a trade. Entering a trade is more selective, while exiting a trade is executed with less evidence. The two indicators do not have to confirm each other for an exit signal to be issued.
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