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- CTA Name : Kings Crossing
- Program Name : K3
- Start Date : 2004-05-01
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- Trading Strategy
- Systematic : 90%
- Discretionary : 10%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : -
- Sector Specific Strategy : Yes
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : -
- Multi-Term : Yes
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- Markets Traded
- Stock Index : -
- Interest Rates : -
- Currencies : Yes
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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Kings Crossing
K3
There is no performance data for this program
Disciplined systematic model, trading G7 currencies plus the Singapore dollar and South African rand. The trading model is comprised of two independent strategies utilizing a proprietary currency algorithm. There is a long-term component with an average holding period of 50 days and a short-term component with an average holding period of four days.
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