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Latest CTAs
GIM Global Diversified Program
GIM Global Diversified Program is a discretionary (50%) / systematic (50%), intraday, managed futures trading program that invests into financial futures and commodities through three different time zones (Europe, US and Asia) managed by Global Investment Management (GIM). The goal of the Advisor’s Trading Program is to trade financial futures and commodities in order to achieve an above average absolute return compared to classic asset classes like stock and bond investments. The methodology employed is under constant revision and refinement, and the Advisor has discretion and reserves the right to selectively use the methodology from time to time.Trading methodology is based on a proprietary array of different fundamental and technical indicators, which give insight into market price action, trends, and market sentiment, as well as important support and resistance levels. In addition, mathematically calculated buy and sell resistance points are used to guide trade entry.These methods are applied to multiple time frames to determine the direction and degree of trend at all levels. Through market research, specific rules have been developed and applied to determine levels of entry for each position. Together, the results of the technical and quantitative analysis and application of rules from a discretionary and/or mechanical trading model.
DAT Capital Advisors, LLC - Gold Star
The trades the popular and liquid miniature stock index futures based on the S&P 500 stock market index. The E-Mini contracts have reduced margin requirements, making them appropriate for smaller account sizes.The Program uses strategies that rely upon the presence of trends that persist for periods of one to three days. The strategy attempts to identify both “range trading” and “trending markets” during each trading session. In addition, the strategy attempts to gauge the strength and timing of the market movement. If the strategy determines that a position is warranted, then a position will be entered. In some cases, the Program will exit the position before the close of the trading day, thus reducing the risk of holding positions overnight. The program trades both long and short and is based on a simple but very logical entry method using moving averages (MA), relative strength indexes (RSI) and moving average convergence-divergence (MACD) signals. When all three indicators are improving, then there is a long entry. When all indicators are declining, there will be a short entry.
Nelson Family Capital Mgt (Max Heat)
The program reflects Joel T. Nelson’s belief that market price movements are non-linear and that the key to long term profitability is to limit loses and capture “unpredictably large and infrequent price trends”. The System does this by monitoring over 90 Global Commodity and Currency markets using multiple strategies to ensure that the System captures large, long term trends. The system frequently holds positions for more than a year and has on occasion held positions for multiple years in the presence of consistent long term trends. A consequence of this “Long Term” approach, means positions are held through short-term counter-trends which result in short term volatility. NFCM Market Portfolio JTNC places great emphasis and research on Portfolio Composition. Markets are strictly monitored and filtered using proprietary algorithms to ensure sufficient liquidity and diversification. The selection of extensive and diverse global markets not only reduces volatility but increases the robustness of the System.
Principal FX (Proprietary Trading)
The investment strategy is a proprietary aggressive discretionary trading based on support and resistance levels and some technical analysis.
Hanley Alternative Trade Group, LLC - HGC Agricommodity Program
HGC Agricommodity Program is focused on producing risk managed returns in the soybean complex, grains and tropical commodities. Our concentrated portfolios allow us to judiciously manage risk and returns using an approach to portfolio construction that would be impractical in a broadly diversified offering. The Program is directed by an experienced team of portfolio managers with over 70 years of collective experience trading commodity derivatives. The returns are derived from three complimentary trading styles: hedged directional, relative value and volatility arbitrage, the goal of which is a return target of 12% – 15% and draw downs of 7%-10%.
Angle Capital Mgt, LLC - AIP Program
The Advisor’s AIP Program consists of utilizing two separate investment programs, hereon referred to as ‘Sub-Programs’. The AIP Program is the aggregate net results of trading the Sub-Programs known as the Genesis Program, offered by the Commodity Trading Advisor known as Kelly Angle Inc., along with the Keck Program offered by the Commodity Trading Advisor known as Keck Capital Management LLC. At the beginning of each trading month, approximately 50% of the aggregate allocation will be equally divided between each Sub-Program. Management Fees and any Incentive Fees are based upon on net new profits of the combined performance of the Sub-Program results. The Advisor’s trading program would be classified as both systematic and long term trend following. A distinct difference between this program compared to other long term trading following programs is that at times the Advisor’s program will avoid taking positions in markets that are determined to be trading sideways or trading in a direction that is counter to the major trend as defined by the program’s criteria. The portfolio would be defined as broadly diversified among a variety of market complexes available for trading in the major futures exchanges through out the world.
Harbor Financial, LLC - MAP Retail
The program employs a core strategy of selling options spreads on stock index futures. An options spread consists of the simultaneous sale and purchase of options of different exercise prices and/or expiration months. This technique profits as the sold options’ value declines over time. Profit is captured when sold options are repurchased at a reduced value, or when they expire worthless, allowing us to retain the original sales proceeds. The highest profitability occurs when the underlying stock index value remains higher than the sold put exercise price and lower than the sold call exercise price, during the life of the option. Central to the success of this strategy is the Manager’s ability to predict the range of market movement over time frames ranging from thirty (30) to ninety (90) days. Our strategy does not depend on a prediction of market direction, and is designed to produce returns which have a very low correlation to the returns of broad equity market indices.
GrowthPoint Investments - GEMS Diversified
The GEMS Diversified Program engages in the selling or “writing” of options on futures contracts in the energy, grain, precious metal, and soft commodity markets. This program employs a strategy known as a vertical credit spread to limit the maximum loss that could be sustained by the option seller. The program sells option spreads every month with an average of approximately ninety days left until expiration. Each month, the plan will risk an average of 6% of NAV ideally spread over at least three markets (a grain, an energy, a metal, and/or a soft commodity). Therefore, approximately 2% of NAV will be at risk per trade. Ideally, it will sell option spreads as far out of the money as possible while raising a premium of $350 to $600 per spread. The goal is to hold each option sold until near expiration and retain 80-100% of the net premium collected as the option price decays to zero. The trade will be exited should the option spread price triple from our initial entry price. The program strategy will seek to limit draw-downs to 18%-20% of NAV in a given month should all open trades be exited for a loss, not taking slippage and commissions into consideration.
Paskewitz Asset Mgt - Diversified Program
The Program combines 3 diverse strategies: Contrarian (similar to our S&P Program), trend-following and short term momentum into a Program that trades 35 liquid markets including international stock indices, interest rates, currencies, energies, metals and a few liquid agriculturals. The 3 strategies are designed to work well together and provide the investor with a diversified portfolio of uncorrelated strategies while removing the netting risk inherent in investing in multiple uncorrelated strategies from multiple trading managers.
Linn Hare & Huckabay - Apex Prg (C)
Linn Hare Huckabay combines technical and fundamental analysis in an effort to secure capital appreciation through a low volatility approach. Primarily focused on US domestic grain markets and related markets, Linn Hare & Huckabay deploys spread and options trades with or against futures strategies that attempt to reduce risk and maximize gains. In so doing, LHH seeks to keep asset volatility low while reaping a steady rate of returns that outpace US equity market annual returns by between 5 and 8 % (net of fees). Through this discretionary vehicle clients should expect to see significant risk management tools in place in an effort to secure the above mentioned, steady return with low volatility.
Forex Partners - Liberty Account
We use a blend of automated and semi-automated systems. These systems have taken us years to develop and are monitored throughout the day to ensure efficacy...that is, are they doing what they are supposed to do? The systems are linked to the Meta Trader 4 platform. They are proprietary in the sense that not only have they been customized, but have not been sold or leased anywhere else. We use a blend of customized and readily available indicators. The resulting algorithms allow us to identify trend changes early on and to identify optimal entry points while minimizing the risk of whipsaws.
Global Ag, LLC - MAP
Global Ag, LLC is a discretionary trader operating on a fundamental basis. The program trades in the agricultural markets primarily in beans, corn, and wheat. Futures, options, and spreads are utilized by the trader who has been involved in the grain markets for over 25 years. The trader relies heavily on analyzing each market fundamentally and developing a strategy to compliment his analysis. A number of market inputs are utilized during this analysis including energy and currency values, domestic and international freight values, underlying cash values associated with the futures markets, as well as political events in both importing and exporting countries that may have a substantive effect on global trade flows. The trader also maintains an extenisive network of contacts that he has cultivated over his years while involved in the cash grain business.
J&M Trading, Inc. - CTT (P)
The CTT program trades short term positions which average 12-15 trades per month. The methodology keeps the Advisor in the market 95% of the time. The program institutes a long position above a given moving average and a short position at a given point below the moving average. The advisor has deveolped a proprietary methodology which it believes minimizes whipsaw, which is one of the largest problems of this style of trading. Although the methodology is basically technical and mechanical, the Advisor, in about 10% of the time uses his discretion in the final decision whether or not to institute a position. The program has the ability to follow most markets but at this time the primary market traded is stock index futures.
LJM Partners, Ltd - Preservation & Growth Prg
The GP will utilize a portfolio of S&P 500 index futures contracts (including short futures), long options, and short options on the S&P 500 index futures contracts to create a true hedge to the S&P 500 Index. The Fund's futures and options position create a profit profile which attempts to "lock-in" positive returns in negative and lateral S&P 500 markets while maintaining small profit potential in up markets.
Strat Asset Mgt, LLC - US Trend Following Con. Diver. Portfolio
The Advisor relies on a systematic technical trading algorithm that utilizes quantitative analysis of pricing data to identify and exploit long-term price movements in the commodity markets. Once a signal is generated, the position is initiated as long as the portfolio is adequately funded for that! particular commodity, the volume of that commodity meets the minimum requirements, and the allocation (depending on open positions in the portfolio) allows the advisor to add that commodity to the portfolio. All US based commodity markets (except Indexes) are traded in this program.
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RISK DISCLOSURE THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES, OPTIONS AND FOREX IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON. THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.
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