SuperTrend Capital Management : High Frequency Forex
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definitions page
Year-to-Date
N / A
Nov 0.00%
|
Min. Investment |
$ 100k |
Inception |
Feb 2010 |
Assets |
$ 0k |
|
Mgmt Fee |
1.00% |
Sharpe (RFR=1%)
|
1.31 |
Worst DD |
-7.20 |
|
Perf Fee |
20.00% |
CAROR |
- |
S&P Correlation |
-0.34 |
Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2010 | | 2.00 | 9.94 | -4.24 | 10.71 | -3.98 | 6.48 | 14.63 | -7.20 | 0.00 | 0.00 | | 29.30 | -7.20 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS
IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.
Strategy Description
Summary
KENNETH F. MCCADDEN, is the Managing Member of SuperTrend. He is responsible for all trading decisions for SuperTrend . Mr. McCadden's career has spanned nearly 2 decades of trading positions with international banking institutions. Mr. McCadden enlisted into the United States Marine Corps in 1983, after which time he attended Hosftra University before graduating in 1990 with a BA in finance. Upon his graduation, Mr. McCadden worked in the Institutional Fixed Income Department at JP Morgan before moving up to a trading position in the International Arbitrage Department at Deutsche Bank. In 1996 Mr. McCadden accepted a position with the newly formed Schwab Capital Markets (which he continued with UBS after its acquisition of Schwab Capital Markets in 2004) where he was consistently ranked in the top tier of his peers for nearly a decade. He left UBS in September 2007 to form SuperTrend .
Investment Strategy
SuperTrend conducts extensive research in the Forex market to develop it's algorithms. The main focus is to quantify risk with several high frequency models.
The algorithms are fully automated, trade 24 hours 5 days a week and carry zero weekend exposure.
