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ALTERNATIVE CAPITAL MANAGEMENT, INC.
Global Commodity Program |
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- CTA Name : Alternative Capital Management, Inc.
- Program Name : Global Commodity Program
- Start Date : 1999-01-01
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- Trading Strategy
- Systematic : 90%
- Discretionary : 10%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : Yes
- 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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Alternative Capital Management, Inc.
Global Commodity Program
There is no performance data for this program
The Global Commodity Program utilizes a highly disciplined systematic trading strategy characterized as technical and trend-following in an attempt to capture profits from the numerous worldwide trends that occur annually.
Analysis of historical price data and specific technical indicators and strategies are studied to determine current market condition and trend direction and identify exact buy and sell points daily. When a possible trade entry is identified, a set of position sizing and money management rules are applied in order to determine the optimum size of position to be taken based on market volatility, current price ranges and account size. When trades are established they will always be with the direction of the current trend of the market based on our proprietary trend analysis. If a trend is not confirmed by this technical analysis then the trade is not taken, or if the risk/reward of the trade does not conform to our position sizing or money management policy, then the trade also will be bypassed.
Liquidating trades are also generally determined by following the trend but can be countertrend if our analysis determines the trend may have been exhausted. However, there will be instances where protective exit stops will be triggered based on our money management rules.
The Channelmaster Global Program employs multiple trend-following systems simultaneously in a highly diversified portfolio in an attempt to reduce overall market risk and exposure. The various systems employ multiple time frames in order to enter the trend at different stages, increase our position size systematically and exit positions in a staggered approach.
Over 60 worldwide commodities are tracked for potential trading and positions in ten or more markets are usually held at any given time.
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