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Latest CTAs
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Blackheath Fund Mgt - Sentiment Strategy
The program is a pure sentiment-driven approach to futures markets, which is unique in its field. At the heart of our system is a systematic trading methodology to understand and employ sentiment data to exploit hard-wired human biases and crowd behavior. The system looks to identify: 1. trending markets that are being ignored by speculative traders, and 2. oversold or overbought markets that are ignored by speculative traders. To the extent that market behaviourists believe that better informed investors can exploit market sentiment to their benefit, this program falls into the general category of behavioural finance. The Investment Strategy does not employ any technical indicators, and assessments of fundamental supply and demand do not play a direct role in trading decisions.
Protec Energy Partners LLC - ET1
The Manager is a Florida based Commodity Trading Advisory Firm with an emphasis on oil derivatives trading. The Program is characterized by relatively short term (one to six months), low turn-over, reversion-to-mean option strategies. The Protec team has extensive trading experience in both the physical energy and financial derivatives markets. The program's focus is to implement medium-term strategies including option spread structures, strangles and straddles. In addition, the Advisor may purchase or sell futures to offset an open option position.
V50 Capital Mgt LLC - Forex
The Manager seeks risk controlled capital appreciation by using technical analysis of advanced pattern recognition in the Spot FX markets. By using precise entry levels we predetermine stop placement and do not risk more than 3% of fund capital on any one trade at any one time.
Quantum Leap Capital Mgt - Quantum Leap
The program utilizes swing trading which can profit from both rising and falling markets by capturing short to medium term trends (5-15 days on average) in over 15 different futures markets. It uses a combination of proprietary technical trading signals together with discretion from the Advisor to decide when to enter a trade. Profit targets are not established at the onset of each trade. Rather, when a market has made a significant directional move, an aggressive exit strategy is implemented by utilizing several reversal signals in an effort to capture a large percentage of open profits. The program has a strict stop-loss rule of a small percentage of equity per trade (typically less than 1% of equity). The program is designed to respond quickly to changing market bias from short to long and vice-versa. Contrary to most systematic trading approaches, the Advisor may decide to forgo certain trades that do not meet minimum criteria in order to filter out low-probability trades. This discretion results in the program missing certain market moves, yet is implemented in an effort to avoid continuous false signals, which mitigates drawdown size. Under certain conditions, initial positions may be added to, specifically when the initial position is profitable and when the entire trade will not exceed the risk parameters of the program.
Ditsch Trading LLC - Managed Account Returns
The program focuses primarily on agricultural commodity markets with particular emphasis on the soybean, soybean products, and corn futures and options, but does occasionally trade other markets outside of this primary focus. The manager engages in thorough fundamental analysis of the agricultural markets. This includes forecasting both US and world supply and demand of the particular commodity as well as that of substitute or similar commodities. It also involves constant monitoring of US and world weather, shifts in commodity consumption patterns, political issues, currency relationships and trends, and other market movement. The Manager will then use this analysis to develop trading strategies that may involve long or short futures positions as well as intra- and inter-market spread positions. Options are frequently used to manage risk exposure or enhance potential revenue. Technical or chart analysis is generally used only to help determine entrance and exit points, as the Manager believes that fundamentals ultimately determine price movement.
Ditsch Trading LLC - Discretionary Prg (P)
The program focuses primarily on agricultural commodity markets with particular emphasis on the soybean, soybean products, and corn futures and options, but does occasionally trade other markets outside of this primary focus. The manager engages in thorough fundamental analysis of the agricultural markets. This includes forecasting both US and world supply and demand of the particular commodity as well as that of substitute or similar commodities. It also involves constant monitoring of US and world weather, shifts in commodity consumption patterns, political issues, currency relationships and trends, and other market movement. The Manager will then use this analysis to develop trading strategies that may involve long or short futures positions as well as intra- and inter-market spread positions. Options are frequently used to manage risk exposure or enhance potential revenue. Technical or chart analysis is generally used only to help determine entrance and exit points, as the Manager believes that fundamentals ultimately determine price movement.
Ditsch Trading LLC - Discretionary (Client)
The program focuses primarily on agricultural commodity markets with particular emphasis on the soybean, soybean products, and corn futures and options, but does occasionally trade other markets outside of this primary focus. The manager engages in thorough fundamental analysis of the agricultural markets. This includes forecasting both US and world supply and demand of the particular commodity as well as that of substitute or similar commodities. It also involves constant monitoring of US and world weather, shifts in commodity consumption patterns, political issues, currency relationships and trends, and other market movement. The Manager will then use this analysis to develop trading strategies that may involve long or short futures positions as well as intra- and inter-market spread positions. Options are frequently used to manage risk exposure or enhance potential revenue. Technical or chart analysis is generally used only to help determine entrance and exit points, as the Manager believes that fundamentals ultimately determine price movement.
Ace Investment - MMHA
The strategy combines the use of Stock Indices used in the SIHA strategy and selected commodity futures and options to offer the potential of greater returns than the stock index strategy alone due to the low correlation of performance between and among stocks and many commodity markets. ACE may choose to use spreads, be long or short the future or the option, or swing-trade the future, or apply dollar-cost-averaging approaches, or other trading styles, very much directed by, and in sync with, the market situation at the time. ACE selects commodities opportunistically and consistent with their liquidity and timeliness. Examples of commodity categories likely to be included are foreign currencies, the credit markets, precious metals, energy products, grains, “softs” and the meat complex, among others. Each commodity market has unique characteristics and therefore is subject to unique trading parameters and style. The manager determines position-size accordingly. Strict risk management techniques are an integral part of the strategy using predetermined stop loss points which are designed to limit losses and protect gains. The use of stop loss or contingent orders may not protect profits or limit losses to the amounts intended. Certain market conditions make it difficult or impossible to execute such orders.
ForexAtom
The program uses a diversified trading methodology: 1) Quantitative System – Proprietary TD Chaos System, 2) Mechanical Mean Reversion / Intermarket / Trend Following, 3) Discretionary / News Trading, 4) This ensures a robust return through un-correlated systems. Risk Management includes: 1) Trading guidelines in place, 2) Fixed Fraction Money Management (0.5% per position).
Bocken Trading - Ag Program (C)
Please See Accounting Notes.
Bocken Trading, LLC is a registered Commodity Trading Advisor formed in February 2011. The program is traded by Megan Bocken. Megan focuses primarily on domestic agricultural commodity futures and options with emphasis on wheat, corn, soybeans, and soybean products. She may on occasion trade other Ag related markets. Megan gained a thorough understanding of the grain trade by helping to service commercial grain accounts including both users and producers, and by studying the fundamentals of the grain markets as a research analyst. She currently maintains her own research focusing on wheat, corn, and soybeans placing special emphasis on relationships among the different classes of wheat. This includes forecasting both US and world supply and demand of each particular commodity in order to determine “value” and price trends based on ever- changing market conditions. It also involves a careful and constant monitoring of US and world weather, geopolitical issues, and currency relationships. By combining the factors, Megan is able to make trading decisions that integrate flat price, intra and inter market spreads as well as options strategies.
Bocken Trading - Ag Program (P)
Please See Accounting Notes.
Bocken Trading, LLC is a registered Commodity Trading Advisor formed in February 2011. The program is traded by Megan Bocken. Megan focuses primarily on domestic agricultural commodity futures and options with emphasis on wheat, corn, soybeans, and soybean products. She may on occasion trade other Ag related markets. Megan gained a thorough understanding of the grain trade by helping to service commercial grain accounts including both users and producers, and by studying the fundamentals of the grain markets as a research analyst. She currently maintains her own research focusing on wheat, corn, and soybeans placing special emphasis on relationships among the different classes of wheat. This includes forecasting both US and world supply and demand of each particular commodity in order to determine “value” and price trends based on ever- changing market conditions. It also involves a careful and constant monitoring of US and world weather, geopolitical issues, and currency relationships. By combining the factors, Megan is able to make trading decisions that integrate flat price, intra and inter market spreads as well as options strategies.
Esulep LLC Max
The Permo Investment Program Fund is an absolute-return, U.S. Listed Futures and Options Program with a target return of 2% per month, or about 20% per year. It invests exclusively in broad market equity indices (e.g. S&P 500) utilizing proprietary strategies that have been developed and refined for over eight years, while adhering to a conservative, capital conservation risk profile. Esulep is currently in the third phase of its capital raising efforts, securing $100M of new assets under management in 1Q12. Managed by John Matthew Peluse, both the Permo Fund and MAX CTA are privately held series of Esulep LLC, an IL Series LLC.
everTrend Asset, LLC
The program is a macro managed futures product dedicated to providing investors with global exposure to a broad range of asset classes. It is a systematic, trend following program, designed to invest in the direction of medium and longer term trends in a diversified group of futures markets. Since change is the driver of risk and returns, our funds are designed to profit from a wide variety of environments. Our systematic, trend following approach provides clients with a disciplined and flexible way to profit from macro cycles. The process is quantifiable, repeatable, diversified and tested through myriad economic environments. The result is a robust fund that can adapt and reposition itself as conditions change. Diversification across seven distinct asset classes ensures that the fund remains balanced and positioned broadly, so that we attempt to capture returns and large trends wherever they may occur. Sophisticated risk-adjusted position sizing and portfolio risk controls underpin the portfolio management process. Our exposure to major currency and bond markets around the globe may provide investors with an embedded currency hedge. A prime benefit of managed futures funds is their ability to move opposite traditional stock/bond portfolios during bear markets. In fact, testing shows our best periods come during large declines in equity markets, making the fund a good portfolio fit for many investors.
Opus Futures - Diversified Futures Trading (MAR)
Opus trades futures on a wide range of markets, including agriculture, finance, energy, and others. The program'
s primary focus is in agricultural commodities, and specifically grains and oilseeds. Mr. Zelinski has gained a thorough knowledge of these markets while working with Nesvick Trading Group as the primary research analyst for grain and oilseed markets. Mr. Zelinski has traveled around the country to study crop development, as well as to gain a knowledge of US cash grain and oilseed markets. Mr. Zelinski’s fundamental analysis also includes forecasting US and world supply and demand tables, monitoring of US and world weather, studying domestic and international freight values, and tracking underlying cash values associated with agricultural futures markets.
Opus Futures - Diversified Futures Trading (C)
Opus trades futures on a wide range of markets, including agriculture, finance, energy, and others. The program'
s primary focus is in agricultural commodities, and specifically grains and oilseeds. Mr. Zelinski has gained a thorough knowledge of these markets while working with Nesvick Trading Group as the primary research analyst for grain and oilseed markets. Mr. Zelinski has traveled around the country to study crop development, as well as to gain a knowledge of US cash grain and oilseed markets. Mr. Zelinski’s fundamental analysis also includes forecasting US and world supply and demand tables, monitoring of US and world weather, studying domestic and international freight values, and tracking underlying cash values associated with agricultural futures markets.
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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