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GRAHAM CAPITAL MANAGEMENT, L.P.
Global Diversified Program |
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- CTA Name : Graham Capital Management, L.P.
- Program Name : Global Diversified Program
- Start Date : 1995-02-01
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- Trading Strategy
- Systematic : 50%
- Discretionary : 10%
- 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.
Global Diversified Program
There is no performance data for this program
Program Description: The GDP program utilizes multiple computerized quantitative models across a variety of time horizons designed to participate in
the potential profit opportunities of a large number of global markets. This program features diversification across both financial
and non-financial markets. While GDP utilizes models that are primarily long term in nature, it also includes short-term and
intermediate trend-following and momentum strategies, as well as other non-trend based quantitative strategies, creating a
program intended to generate compelling returns in a wide variety of market environments.
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