|
Register
for FREE
ACCESS
to the CTA Database,
Research Reports and In-Depth Qualitative Analysis
click
here |
|
|
Submit your Managed Futures program, update your monthly
performance
click
here
|
|
|
JOHN W. HENRY & COMPANY
G-7 Currency Portfolio |
|
- CTA Name : John W. Henry & Company
- Program Name : G-7 Currency Portfolio
- Start Date : 1991-02-01
| |
|
- Trading Strategy
- Systematic : 100%
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : -
- Sector Specific Strategy : Yes
| |
|
- Trade Duration
- Long-Term : Yes
- Mid-Term : Yes
- Short-Term : -
- Multi-Term : Yes
| |
|
- Markets Traded
- Stock Index : -
- Interest Rates : -
- Currencies : Yes
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
| |
John W. Henry & Company
G-7 Currency Portfolio
There is no performance data for this program
The G-7 Currency Portfolio seeks to identify and capitalize on intermediate-term price movements in the highly liquid currencies of major industrialized nations. These currencies allow for trading outrights against the US dollar or non-dollar cross rates. With the advent of the European Union single currency of 11 countries, the currency exposures formerly traded for Germany, France and Italy now are executed in the euro. This program uses the three-phase investment style, meaning that the program can hold long positions, short positions or, if no trend is detected, the program can hold no position in a given market. Beginning in May 1998, the position size in relation to account equity in this program was increased approximately 50%. The quantitative model underlying the program was not changed.
Return to the J Index Page
Return to the Info Index Page
|
