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GRAHAM CAPITAL MANAGEMENT, L.P.
K4 Program at 150% Leverage |
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- CTA Name : Graham Capital Management, L.P.
- Program Name : K4 Program at 150% Leverage
- Start Date : 1999-01-01
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- Trading Strategy
- Systematic : 50%
- Discretionary : 5%
- Fundamental : -
- 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.
K4 Program at 150% Leverage
There is no performance data for this program
Program Description: Graham Capital Management’s (GCM) K4 Program applies a proprietary trend-following discipline to a broad range of markets
including global interest rates, foreign exchange, global stock indices and commodities. K4 incorporates a series of price, time,
and volatility filters that typically cause the program to enter a position only when both a predetermined change in price and
volatility have occurred. K4 is primarily long-term in nature and tends to maintain some positions longer than many trend-
following techniques; however, it also includes short-term and intermediate trend-following and momentum strategies intended
to increase diversification and provide additional profit opportunities.
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