Molinero Capital Management LLP

CTA / Program YTD Inception
-2.31 7/1/2005
0.00 7/1/2005
0.13 6/1/2020

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.
Portfolio Manager
Rafael Molinero
Type
Commodity Trading Advisor (CTA)
Registrations
NFA 392936
Location
United States of America