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DIGILOG CAPITAL L.L.C.
Full Portfolio |
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- CTA Name : Digilog Capital L.L.C.
- Program Name : Full Portfolio
- Start Date : 1994-01-01
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- Trading Strategy
- Systematic : 95%
- Discretionary : 5%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : -
- Multi-Term : Yes
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- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
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Digilog Capital L.L.C.
Full Portfolio
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
The trader uses a quantitative approach whose precept is that no single model or strategy will perform well under all circumstances. There are currently five distinct models on the platform. The approach then, is to build models specifically targeted towards distinct market environments, then allocate among models based on performance, with careful consideration of cross correlation. The trading models developed combine trading experience and extensive quantitative research. The models are purely mathematical and do not contain any elements of technical analysis. This fund trades approximately 48 markets.
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