Capricorn contributes CTA Strategies article
There are a number of compelling reasons for professional investors to allocate a portion of their investment portfolio to Multi-Strategy CTA Strategies. In the article Capricorn discusses several facts including the importance of investment team managing the program having a keen understanding of financial markets. This also covers factors such as the characteristics of the individual CTA strategies, how to make any meaningful benefits and the contributions to the portfolio.
Please access the Seeking Alpha website, to read the full article.
CTA Trading Strategies
|Trend I (FX-only)||Trend Following||JAN-2010||11.45%||1.26%||-1.25%|
|Trend II (Diversified)||Trend Following||JAN-2013||20.39%||-0.31%||4.85%|
|FX Core||Multi Strategy||JAN-2010||19.45%||2.01%||0.78%|
|FX-DM Systematic||Systematic Trading||OCT-2014||53.17%||1.12%||3.10%|
|Intraday Trend - FX||Systematic Trading||MAR-2015||50.14%||4.87%||9.73%|
Note: Results of the Capricorn CTA Strategy Signals are calculated as of Friday 31st April, 2017
A comparative analysis can be made against the Newedge CTA Index as the performance benchmark.
Disclaimers and Risk Disclosures
Commodity Trading involves substantial risk of loss and is not suitable for all investors. Any CTA strategy performances results listed in all marketing materials represents simulated computer results over past historical data, and not the results of an actual account. All opinions expressed anywhere on this website are only opinions of the author. The information contained here was gathered from sources deemed reliable, however, no claim is made as to its accuracy or content. Different testing platforms can produce slightly different results. Our systems are only recommended for well capitalized and experienced investors.
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading strategy.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.