Mondiale Asset Management Need help with terms? Canada Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 0308174BCSC, OSC Program Past 12 Months Jan YTD CAROR WDD AUM Min Inv Visits Mondiale Leveraged Trading Program 13.82 -14.68 $ 0k 2469 Mondiale Offshore Fund 13.30 -14.68 $ 500k 2588 Mondiale Trading Program 0.64 0.64 6.15 -10.20 $ 547.7M $ 25,000k 12362 Mondiale Trading Program (2X) 1.20 1.20 11.20 -16.80 $ 547.7M $ 25,000k 5963 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 Mondiale employs a disciplined investment approach that is: Systematic. Quantitative trading strategies remove discretion and emotion from the investment process. Computer-driven trading rules monitor global markets on a 24-hour, tick-by-tick basis. Short Duration Trades. Mondiale’s strategies are designed to profit from short-term market trends, with the average hold period being approximately 1 day. However, hold periods differ across strategies, and may be as short as several hours or as long as several weeks. Dynamic Portfolio Allocation. Mondiale’s portfolio allocation process dynamically determines appropriate parameter, strategy and market exposures for the current market environment on a week-by-week basis. Historical portfolio allocation decisions are made out-of-sample, ensuring real-time robustness. The process is designed to weed out underperforming strategy combinations and construct well-diversified portfolios. Mondiale’s investment strategies are rooted in the rigorous statistical analysis of trading model performance against historical data. Mondiale employs proprietary quantitative strategies that have been (1) developed around research hypotheses, (2) validated by historical back-testing, and (3) meticulously programmed to facilitate systematic computer-driven implementation. This investment methodology removes the significant human risk associated with non-systematic, discretionary investment decisions that might otherwise be made by individual managers. Importantly, capital preservation and systematic risk management are integral to the trading model. All trades are allowed a predetermined maximum loss and when a position crosses this loss threshold, it is immediately closed out. In contrast, profitable positions are allowed to grow and are maintained until a change in the price trend is identified. Entering and exiting markets on a short-term basis in this fashion alters the dynamics of a portfolio’s risk. Mondiale seeks diversification in three ways: (i) by trading a variety of markets on a global basis; (ii) by trading an assortment of distinct statistical pattern recognition, momentum-based, counter-trend and intraday strategies on each market and (iii) by trading each strategy with a range of sensitivities and parameters.