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ADA INVESTMENTS INC.
Diversified |
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- CTA Name : ADA Investments Inc.
- Program Name : Diversified
- Start Date : 1997-11-01
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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 : -
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
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ADA Investments Inc.
Diversified
There is no performance data for this program
Program Description: The concept underlying the Portfolio Management System is that of risk premium. As this is a widely applicable concept, the System determines the expected return in each market using the same algorithm and parameter values. This algorithm determines whether to be long, short, or out of any market. The System may be regarded as long term in nature. The Portfolio Management System uses a proprietary top-down risk management approach to determine the number of contracts to hold in each market. The first step is to determine the number of contracts in each position relative to another, seeking to maximize the risk/return tradeoff; this determines the proportions in the investment portfolio. The second step is to determine the amount of leverage to employ.
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