Molinero Capital Management LLP

United States-flagUnited States Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 392936
Program Past 12 Months Oct YTD CAROR WDD AUM Min Inv Visits
Briarwood Molinero Combined Futures Program archived programs chart thumbnail 3.66 -25.18 $ 1,500k 2842
Global Markets Program chart thumbnail -5.08 3.92 -29.26 $ 30.0M $ 2,000k 16488

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

CTA Introduction

We employ quantitative algorithms derived from mathematics and physics such as digital signal processing and noise reduction techniques. The algorithms decompose market price series into a complex sum of individual linear and non-linear components representing both market “signal” and “noise”. After extracting noise, models statistically project the highest probability directional move. Trade duration is adaptive and reflects the market’s estimated frequency. A variety of risk management techniques are imbedded in the models including active stop losses which attempt to mitigate downside risk. The strategy’s diversified portfolio comprises futures and forwards in currencies, interest rates, equities and commodities.