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NORTHBRIDGE CAPITAL MANAGEMENT INC.
Sigma (3X) Strategy |
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- CTA Name : Northbridge Capital Management Inc.
- Program Name : Sigma (3X) Strategy
- Start Date : 2003-01-01
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- Trading Strategy
- Systematic : 100%
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : -
- Sector Specific Strategy : Yes
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : Yes
- Multi-Term : -
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- Markets Traded
- Stock Index : -
- Interest Rates : -
- Currencies : Yes
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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Northbridge Capital Management Inc.
Sigma (3X) Strategy
There is no performance data for this program
Systematic volatility trading of Forex options. Model designed to capture a variety of pronounced inefficiencies in the Forex options market Trades 15 major currency pairs across 4 maturities Non-correlated to any other asset class or trading strategy Profit target 14-16% Target volatility of 6.5% annualized SD
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