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GAMMA CAPITAL MANAGEMENT, LLC
Gamma Global Macro |
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- CTA Name : Gamma Capital Management, LLC
- Program Name : Gamma Global Macro
- Start Date : 1987-01-01
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- Trading Strategy
- Systematic : -
- Discretionary : 0%
- Fundamental : Yes
- Technical : -
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : -
- Meats : -
- Softs : -
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Gamma Capital Management, LLC
Gamma Global Macro
There is no performance data for this program
Program Description: The Global Asset and Multi-Market Allocation (Gamma) Investment Program is a directional long/short global macro strategy that invests in a diversified portfolio of international stock indexes, bonds, industrial commodities, and currencies. The program uses a fundamental, quantitative approach to predict medium to long term investment returns for the major asset classes. The Program seeks to provide a 20-30% annual return after fees and expenses with a maximum 10% peak-to-valley drawdown in monthly net asset value. The Gamma strategy assumes prices are determined by fundamental economic factors that affect supply and demand and that investors are rational in the long term. The goal of the Gamma forecasting approach is to more accurately identify long term trends in fair value and those times when prices deviate substantially from their true fair value price.
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