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KNUTH, ELAINE LONG Dynamic Trading Program |
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- CTA Name : Knuth, Elaine Long
- Program Name : Dynamic Trading Program
- Start Date : 2000-09-01
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- Trading Strategy
- Systematic : 80%
- 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 : -
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
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Knuth, Elaine Long
Dynamic Trading Program
There is no performance data for this program
The Dynamic Trading program is designed to trade foreign currencies, interest rate instruments, stock indices, with an emphasis on the agricultural markets taking direction (long or short) positions and spreads on these markets. The offered program will enjoy a proprietary and systematic methodology to the trading approach. The trading methods used are built upon pattern recognition, technical price and sentiment indicators. While the known fundamental market conditions are considered, the offered program will emphasize technical factors in trade selection. These methods will be used to follow and participate in markets that meet qualifying criteria of high liquidity levels, exchange standards, and balance of commercial and speculative participation. The analysis method incorporates the simultaneous measurement and evaluation of price behavior in different time frames, with the daily price (as opposed to intra-day) behavior being the shortest time frame measured. The trading method does not adhere to purely mechanical trade signals. To aid-trade execution, the CTA has developed a proprietary series of market condition models, which are used to seek trading opportunities in all qualifying markets adhering to the above described criteria, when the key indicators call for price movement in the same direction. Once a trade is entered, risk management rules are employed. While the methods used in this trading program are based upon technical trading signals the trading method used, may employ a discretionary element for execution and trade management.
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