February saw rising stock prices, slightly lower bond prices -- and mixed results for managed futures programs. The Middle East unrest created volatility in the energy markets. This resulted in both winning and losing trades in the energy sector, with net profits for the month in crude oil trades.
Our zFutures Diversified Program, tracked at Collective2, was slightly higher at +0.5%, while the z-Trader Short-Term Program registered a +10.6% gain.
The zFutures Diversified Program can be carved into two main sectors (Financials & Commodities). The z-Trader Financials Program gained +4.7% with profits in the currencies, bonds, and precious metals. These gains, however, were offset by losses in the z-Trader Commodities Program (with the grains and softs being the main culprits), leading to a drop of -8.3%. The Financials & Commodities Program offer good diversification to one another -- and together, will approximate the Diversified Program, at higher leverage (but offer the benefit of a lower account size).
The z-Trader Short-Term Program rode the S&P to fairly steady gains during the month.
AN INVESTMENT IN FUTURES CAN RESULT IN LOSSES.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
ALL RESULTS MUST BE CONSIDERED HYPOTHETICAL RESULTS, WITH MANY INHERENT LIMITATIONS.
Showing posts with label z-Trader Commodities. Show all posts
Showing posts with label z-Trader Commodities. Show all posts
Tuesday, March 1, 2011
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:
Please contact us for more information.
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.
Thursday, January 20, 2011
Managed Futures Sector Report: "Caution Flag for Financials"
After several months of good returns in the managed futures and commodities arena, several futures market sectors are seeing "red" in early 2011. Many markets are seeing choppy market action and consolidation in January.
In particular, gold - which has been entrenched in a long-term bull market - has seen stiff resistance in the 1420 area and has seen a recent reversal. Today, the gold market took out recent lows and is sitting in the 1340 range.
Other related markets, such as the currencies and U.S. dollar have also seen reversals and whipsawing market action. In a nutshell, the financial and metals sectors of the futures markets have suffered losses. We have recently created a tradable Financials Program so that investors can track the performance of this managed futures sector, on third-party tracker Collective2. Note that the financials program includes metals.
On the other hand, the Commodities sector has held up relatively well during this volatile period. Various markets such as softs and cattle have yielded profits, which have offset losses in hogs and grains. The energy market has given up gains earned earlier in the month. Overall, however, the commodities sector remains slightly higher for the month. The performance of this sector can be tracked here, in our tradable Commodities Program.
Today's volatility has caused our systematic approaches to go into a slightly more "defensive mode." Risk management is one of the key elements to long-term investment success in the financial markets. The goal is to capture "profit opportunities" when they present themselves -- but to keep losses from accumulating when the markets are in a "whipsaw mode" -- and trying to "find" a "new equilibrium / price level."
Our trading models are currently signalling a "caution flag" for several markets -- and in particular, the financials sector. We do not believe that the long-term bull market in commodities is ending. However, we "try not to think" -- and instead -- follow our quantitative models that are based on many years of data and research. For now, if you are in these markets, please watch your risk levels and "stops," to prevent losses from accumulating.
The Financials Program and Commodities Program are good diversifiers to one another -- and combined, are a good proxy for a fully Diversified Managed Futures Program, which can also be tracked and traded. Please contact us for more information.
AN INVESTMENT IN FUTURES MAY RESULT IN LOSSES.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
In particular, gold - which has been entrenched in a long-term bull market - has seen stiff resistance in the 1420 area and has seen a recent reversal. Today, the gold market took out recent lows and is sitting in the 1340 range.
Other related markets, such as the currencies and U.S. dollar have also seen reversals and whipsawing market action. In a nutshell, the financial and metals sectors of the futures markets have suffered losses. We have recently created a tradable Financials Program so that investors can track the performance of this managed futures sector, on third-party tracker Collective2. Note that the financials program includes metals.
On the other hand, the Commodities sector has held up relatively well during this volatile period. Various markets such as softs and cattle have yielded profits, which have offset losses in hogs and grains. The energy market has given up gains earned earlier in the month. Overall, however, the commodities sector remains slightly higher for the month. The performance of this sector can be tracked here, in our tradable Commodities Program.
Today's volatility has caused our systematic approaches to go into a slightly more "defensive mode." Risk management is one of the key elements to long-term investment success in the financial markets. The goal is to capture "profit opportunities" when they present themselves -- but to keep losses from accumulating when the markets are in a "whipsaw mode" -- and trying to "find" a "new equilibrium / price level."
Our trading models are currently signalling a "caution flag" for several markets -- and in particular, the financials sector. We do not believe that the long-term bull market in commodities is ending. However, we "try not to think" -- and instead -- follow our quantitative models that are based on many years of data and research. For now, if you are in these markets, please watch your risk levels and "stops," to prevent losses from accumulating.
The Financials Program and Commodities Program are good diversifiers to one another -- and combined, are a good proxy for a fully Diversified Managed Futures Program, which can also be tracked and traded. Please contact us for more information.
AN INVESTMENT IN FUTURES MAY RESULT IN LOSSES.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
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