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PACIFIC CAPITAL ADVISORS INC
Vanguard |
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- CTA Name : Pacific Capital Advisors Inc
- Program Name : Vanguard
- Start Date : 2007-04-02
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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 : -
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- Markets Traded
- Stock Index : Yes
- Interest Rates : -
- Currencies : -
- Metals : -
- Energy : Yes
- Grains : -
- Meats : -
- Softs : -
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Pacific Capital Advisors Inc
Vanguard
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
PCA's Vanguard Program trades stock index and crude oil futures on an intraday basis. Features include:
-- The program is 90% systematic, 10% discretionary.
-- Both mean reversion and momentum trading methods are used to exploit various market conditions
-- Intraday trades avoid overnight price shocks
-- Stop-loss levels, time exits and diversification across sectors and geographical regions help control risk.
-- Program is in the market less than 7% of the time
*Trading Methodology*
The methods used in the Vanguard Program are based upon a variety of techniques. Price patterns on daily, weekly and monthly time-frames provide setups for momentum or mean reversion trades on an intraday basis. The core principles of these techniques have shown effectiveness across many markets over many years of historical testing.
Not all methods are applied to all markets. Some markets exhibit characteristics best suited for breakout or momentum trading, while others are best traded using mean-reversion methods. The most appropriate method or methods are applied to suitable markets.
Markets traded are selected based upon liquidity, volitility, potential profitability and potential diversification.
Multiple entry and exit points in each market, combined with trading multiple liquid markets provide capacity of at least $40M at this time (9/07).
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