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CAPITAL FUND MANAGEMENT
Discus Managed Futures |
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- CTA Name : Capital Fund Management
- Program Name : Discus Managed Futures
- Start Date : 1989-01-01
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- Trading Strategy
- Systematic : -
- Discretionary : 2%
- 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 : Yes
- Energy : Yes
- Grains : -
- Meats : -
- Softs : -
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Capital Fund Management
Discus Managed Futures
There is no performance data for this program
Program Description: Capital Fund Management trades on several futures and derivatives markets, all around the world. In order to diversify risk, contracts traded belong to five asset classes.: Long term interest rates, Short term interest rates, Stock indices, Currencies, and Financial Commodities. Almost all the trading decisions result from a proprietary trading and risk management program that was developed by CFM. The three main features include; 1) A statistical short and medium-term oriented, system which usually performs well in either trending or sideways markets. 2) A risk management program that determines daily the number of contracts to trade on each market, according to assets under management and past performance. 3) Discipline. All trading decisions, either to enter a position, take a profit, reverse a position or take a loss result from the trading system. Although CFM’s methodology is highly formalized, room is left for a discretionary touch.
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