Romanesco Capital Management B.V

Netherlands-flagNetherlands Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 0459693
Program Past 12 Months Jun YTD CAROR WDD AUM Min Inv Visits
Persistence Program archived programs N/A 9.14 -21.81 $ 5,000k 12116

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

Portfolio Manager

Joakim Agerback

CTA Introduction

ROMANESCO CAPITAL MANAGEMENT (PERSISTENCE PROGRAM) seeks to deliver strong risk-adjusted returns with a low correlation to traditional investments, hedge funds and CTAs. The Persistence Program employs multiple short-term trading systems in a diversified portfolio of liquid futures markets. The strategies have been developed to exploit repetitive patterns of short term price movements. Trades are held on average two days. Risk management is achieved through diversification and trading rules. Trading and execution is fully systematic and automated.