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CRABEL CAPITAL MANAGEMENT
Buethe-Crabel Trading |
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- CTA Name : Crabel Capital Management
- Program Name : Buethe-Crabel Trading
- Start Date : 1998-01-01
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- Trading Strategy
- Systematic : -
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : -
- Energy : Yes
- Grains : -
- Meats : -
- Softs : -
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Crabel Capital Management
Buethe-Crabel Trading
There is no performance data for this program
Program Description: Buethe-Crabel Trading employs a short-term, quantitative methodology to trade a 21 market portfolio. Ten different techniques are traded in an identical fashion in each market resulting in an even mix of short-term momentum trades and short-term reversal trades. The holding period of each trade is 1 to 1.5 days. Approximately 2,500 separate trades are made each year and the average margin-to-equity is 5%. The strategies contain no bullish or bearish bias and have little correlation with the equity markets or other trading managers.
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