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PAS MANAGEMENT, INC.
The Midas Trading System |
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- CTA Name : PAS Management, Inc.
- Program Name : The Midas Trading System
- Start Date : 1999-01-01
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- Trading Strategy
- Systematic : -
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
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PAS Management, Inc.
The Midas Trading System
There is no performance data for this program
Program Description: The Midas Trading System (MIDAS) is a computerized mathematical and statistical trading system designed to manage a modern portfolio in world-wide derivatives. The last major change in MIDAS dates from January 1999. The system trades and tracks nearly 43 derivative contracts throughout the major world exchanges. In general terms, MIDAS may be described as a technical, medium to long-term, trend following, reversal program. Trading decisions are derived from proprietary computer programs, which utilize historical price patterns over dynamically varying time horizons to anticipate changes in price trends. Position sizes are based on account size, each future's current volatility and a designed overall portfolio risk profile. Computer programs seek to identify the major trends and turning points for each future and to determine the changes required to maintain a balanced and diversified risk posture for each managed portfolio. From time to time, however, market conditions may be such that, in the opinion of PAS's management, execution of trades recommended by the computer programs would be difficult or involve an undue amount of risk. In these unusual instances, which PAS estimated will affect less than 2% of the trading decisions, the computer recommendations may be modified by PAS.
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