Year-to-Date
N/A
Minimum Investment
0
Management Fee 0.00%
Performance Fee 0.00%
Annualized Volatility 0.00%
Sharpe (RFR=1%) 0.00
CAROR

Summary

-The Meka-MV trading program invests in a broadly diversified set of futures markets using proprietary trend-following systems and portfolio allocation software. The implementation of Meka-MV is quantitative and computer-based. This systematic approach is applied to trading, diversification, and leverage. Market positions can be short as well as long, depending on the recent trend of prices. Several different trend-following systems are employed in the portfolio, including approaches based on moving averages, breakouts, option replication, and volatility. Systems vary from short-term methods that trade almost every day to long-term methods that sometimes hold positions for over a year. Meka-MV allocates exposures to each market based on the relationships among the trend-following systems and among the different markets. Overall exposure is managed so as to achieve a target level of portfolio volatility.