|
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
|
|
|
CURRENCY INSIGHT
Diversified Systematic FX Programme |
|
- CTA Name : Currency Insight
- Program Name : Diversified Systematic FX Programme
- Start Date : 2002-01-01
| |
|
- Trading Strategy
- Systematic : 100%
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : -
- Sector Specific Strategy : Yes
| |
|
- Trade Duration
- Long-Term : -
- Mid-Term : Yes
- Short-Term : -
- Multi-Term : -
| |
|
- Markets Traded
- Stock Index : -
- Interest Rates : -
- Currencies : Yes
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
| |
Currency Insight
Diversified Systematic FX Programme
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
The investment style is systematic and technically orientated.
The model is fully computerized and incorporates both advanced trading methodology and money management discipline. The programme includes a carefully selected diverse blend of the most liquid global currencies G5. The model comprises interactive modules which combine predictive and reactive components with pattern based and index based algorithms to determine entry and exit points. Diversification is further enhanced by varying the entry and exit criteria across the major currency pairs and by the inclusion of a mean reversion module for Sterling. The model is able to adapt to the dominant cycle length of each major currency pair as it changes over time thus avoiding any significant whipsaw effect created by non trending markets. The mean reversion module is able generate significant profits in non- trending periods. Portfolio risk is managed through rigorous stop loss discipline and progressive position building.
Return to the C Index Page
Return to the Info Index Page
|
