|
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
|
|
|
MILLBURN RIDGEFIELD CORPORATION
Millburn Index Portfolio |
|
- CTA Name : Millburn Ridgefield Corporation
- Program Name : Millburn Index Portfolio
- Start Date : 2002-04-01
| |
|
- Trading Strategy
- Systematic : 100%
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
| |
|
- Trade Duration
- Long-Term : -
- Mid-Term : Yes
- Short-Term : -
- Multi-Term : -
| |
|
- Markets Traded
- Stock Index : -
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
| |
Millburn Ridgefield Corporation
Millburn Index Portfolio
There is no performance data for this program
The Millburn Index portfolio uses a trend following system, based on signals generated twice per month (on the last business day prior to the 15th of each month and on the penultimate trading day of each month), for trading in between 25 and 30 individual commodity futures and currency markets within four major market sectors: Financial Instruments- interest rate futures and currency markets; Metals- precious and industrial; Energy-oil, oil products and natural gas; and Agricultural- cotton, grains, meats and other food products. Millburn Ridgefield Corporation began trading the Millburn Index portfolio on a non-proprietary basis in April 2002.
Return to the M Index Page
Return to the Info Index Page
|
