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EMIL VAN ESSEN Spread Trading |
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- CTA Name : Emil van Essen
- Program Name : Spread Trading
- Start Date : 2007-00-01
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- Trading Strategy
- Systematic : 90%
- Discretionary : 10%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : -
- Mid-Term : Yes
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : -
- Interest Rates : Yes
- Currencies : -
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
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Emil van Essen
Spread Trading
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
The EMIL VAN ESSEN SPREAD TRADING PROGRAM enters spreads between different contract months in the same market. The spread trade uses a model that predicts the market affects of the rollover of positions by long only commodity funds. The strategy is unique, adaptable and attempts to avoid the very dangerous moves that spreads often make just before expiration. The markets traded in this program are Crude Oil, Heating Oil, Natural Gas, Corn, Wheat, Soybeans, Silver, Live Cattle, Lean Hogs, Sugar and Coffee.
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