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FARR INVESTMENTS
Axel Aggressive Growth |
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- CTA Name : Farr Investments
- Program Name : Axel Aggressive Growth
- Start Date : 2003-01-01
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- Trading Strategy
- Systematic : 85%
- Discretionary : 15%
- 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 : Yes
- Interest Rates : -
- Currencies : -
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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Farr Investments
Axel Aggressive Growth
There is no performance data for this program
Trading Programs typically invest in credit option spreads on the S&P 500 Futures market. Credit option spreads involve the simultaneous purchase and sale of options on S&P 500 Futures that have different strike prices. With each spread, the premium received from the option sold is greater than the premium paid for the option bought. The Advisor seeks to initiate these credit option spreads that have asymmetric risk with specific return objectives for each trade. In addition, using an option spread enables the Advisor to better manage risk associated with volatile market moves. Each option spread will typically be held up to 60 days. The approach can be used in both bull and bear markets, and the Advisor will generally initiate new option spreads each month. At times, the market can and will move against a current option spread position held by the Advisor. In this circumstance, the Advisor uses several techniques to adjust positions. The adjustment might involve liquidating the position held and/or initiating new positions in futures or options on futures to minimize risk exposure.
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