Saturday, February 19, 2011

z-Trader Quant Systems & Collective2

We have used a system developer name of "z-Trader" to post the results of quant trading strategies on Collective2 (C2), a third-party tracker.  We have created four programs on C2 as follows:


In addition, note that we have a track record and/or hypothetical results that go back to 1996.  Performance on C2 must be considered hypothetical, with all of the risk disclosures associated with futures trading and hypothetical results.  

AN INVESTMENT IN FUTURES MAY RESULT IN LOSSES.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

zFutures Diversified Program (Adamah Capital): is a fully-diversified program that trades both Commodities & Financials.  The Diversified Program was posted on C2 about 8 months ago and appears on C2's leaderboard.

In order to achieve lower account sizes (as requested by several C2 users), we recently created the z-Trader Commodities and z-Trader Financials Program.  On average, these two programs will combine to be a good proxy for zFutures Diversified (although with more leverage to achieve the lower account sizes).  Commodities have had a few good months, while Financials (currencies in particular) have struggled the past 1-2 months.  Over the long-term, we expect the two programs to have similar levels of performance.  The programs offer good diversification to one another.   

z-Trader Short-Term applies similar approaches as our other programs -- but with a shorter-term outlook that can be applied to large markets (and markets that exhibit volatility).  The program trades markets such as the S&P, energy & metals, with a focus on the E-Mini S&P.  

Please contact us for more information.


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