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CHAOS SYSTEMS, LLC
Diversified |
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- CTA Name : Chaos Systems, LLC
- Program Name : Diversified
- Start Date : 1998-05-01
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- Trading Strategy
- Systematic : -
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : -
- 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 : -
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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Chaos Systems, LLC
Diversified
There is no performance data for this program
Program Description: The diversified program is a totally-automated non-discretionary system for trading various futures markets. The program is a combination of non discretionary trading systems that include the S&P 500 futures, the DAX-30 futures, the FTSE-100 futures and the Treasury Bond Futures. All three systems employ sophisticated mathematics that include Chaos theory and Distribution free statistics to make short term predictions of the underlying time series. The underlying mathematics and design of the various subsystems are similar to that of Chaos Systems' original S&P 500 program. The reward/risk profile of the Diversified program is significantly enhanced due to the low correlation of the underlying subsystems. The program started trading on May 2, 1998.
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