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GRAHAM CAPITAL MANAGEMENT, L.P.
Graham Absolute Return Ltd. |
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- CTA Name : Graham Capital Management, L.P.
- Program Name : Graham Absolute Return Ltd.
- Start Date : 2002-05-01
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- Trading Strategy
- Systematic : 50%
- Discretionary : 20%
- Fundamental : Yes
- 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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Graham Capital Management, L.P.
Graham Absolute Return Ltd.
There is no performance data for this program
Program Description: Graham Absolute Return Ltd. provides exposure to a diverse portfolio of GCM’s discretionary and quantitative investment
strategies, including global macro, fixed income, equity, foreign currency, futures, and options strategies. The fund pursues
profit opportunities across a broad array of markets, time frames, and trading styles, including relative value, arbitrage, long-
short, market neutral, trend-based, momentum-based, high frequency, and mean reversion – all of which are designed to
produce attractive absolute and risk-adjusted returns while maintaining low correlation to traditional investments, as well as to
other alternative investment strategies. GCM utilizes its expertise with respect to strategy selection and portfolio construction to
allocate capital across a broad spectrum of the firm’s alternative investment strategies, considering such factors as cross-
correlation among strategies, individual strategy and portfolio volatility, and overall performance consistency.
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