|
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
|
|
|
MERIT ALTERNATIVE INVESTMENT GMBH
MERIT Aeneas |
|
- CTA Name : MERIT Alternative Investment GmbH
- Program Name : MERIT Aeneas
- Start Date : 1998-05-01
| |
|
- Trading Strategy
- Systematic : 100%
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
| |
|
- Trade Duration
- Long-Term : Yes
- Mid-Term : -
- Short-Term : -
- Multi-Term : -
| |
|
- Markets Traded
- Stock Index : -
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
| |
MERIT Alternative Investment GmbH
MERIT Aeneas
There is no performance data for this program
The Trading Advisors' trading approach is based on the investment philosophy that superior risk/reward ratios can be achieved through diversification and risk management. A variety of independently acting trading systems are used to make investment decisions including technical and fundamental analysis. The systems vary from short term through intermediate to long-term in time-frame focus. Each system generates its own entry and exit signals and trades both sides of the market (long and short).The percentage allocated to each system is determined by its volatility. The Program strives to achieve a 15-20% absolute rate of return with less than 15% annual volatility and is uncorrelated with widely used portfolio benchmarks. The trading manager reserves the right to make adjustments in the exact entry or exit price a model uses for any program, in order to reduce the impact of slippage from large block orders being executed at the same price.
Return to the M Index Page
Return to the Info Index Page
|
