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DYNEX CORPORATION
Currency Strategy |
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- CTA Name : Dynex Corporation
- Program Name : Currency Strategy
- Start Date : 1994-03-01
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- Trading Strategy
- Systematic : 75%
- Discretionary : 25%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : -
- Sector Specific Strategy : Yes
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : Yes
- Multi-Term : -
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- Markets Traded
- Stock Index : -
- Interest Rates : -
- Currencies : Yes
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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Dynex Corporation
Currency Strategy
There is no performance data for this program
Only the 3 most liquid currencies are traded: Euro, Yen, Dollar. SMOOTHING OF PERFORMANCE: Not through diversification, but through observation of short-term time windows monitored on a 24-hour basis. Therefore the strategy is only suitable for spot forex, and not for FTP or currency futures. The largest window of observation is 4 hours, the smallest is 4 minutes. LOW LEVERAGE: Average Capital to Market Exposure Ratio is 1:2 (Brokers allow 1:20). RISK CONTROL: Each open position is always protected by a stop-loss using 2 standard deviations. Even though markets are known not to be normally distributed, they are nearly so, most of the time. SHOCK CONTROL: No monthly surprises. Should the performance drop by 5% intra-month, Dynex is moving to the sidelines for the remainder of the month. Since its inception, Dynex’ single-month loss has never exceeded the –4% to –5% region. Dynex Corporation has been ranked repeatedly in the top three among a worldwide universe of currency traders.
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