Time Series FX LLC

Currency Trading - Spot, Futures and Options (CT-SFO)

Year-to-Date
N/A
Minimum Investment
$ 50,000
Management Fee 2.00%
Performance Fee 25.00%
Annualized Volatility 61.09%
Sharpe (RFR=1%) 0.98
CAROR
Assets $159,360
Worst Drawdown -32.84
S&P Correlation -0.05

Summary

CT-SFO is traded with pure discretion by the manager, assisted by his proprietary algorithms. The program trades using multiple strategies and various approaches including but not limited to Pattern recognition, quantitative analysis, technical analysis and utilizes spot, futures and options-on-futures as the instruments. The program uses leverage, typically about 10 times, but may use maximum allowed by regulation, based on the sole discretion of the manager.

Time Series FX LLC employs proprietary computer systems and analytical tools to interpret the market behavior at any given time. All trading is technical based and seeks to take advantage of short and long term trends by grading the correlation of the "Time Series" of price against proprietary indicators across different time frames. Our core long term trades are entered with an eye toward the correlations in the higher time frames. These trades may be held from minutes to hours to weeks or longer. Similarly, short term trades are taken based on the signals in the shorter time frames but closed and opened more frequently. These short term trades are taken based on technical data at the moment of trade execution and usually last minutes to hours, but can also last several days. By utilizing this combination of temporal strategies, we feel we can best manage the reward potential while being agile in terms of our risk exposure. For further information on the program, the instruments used and other details, please refer to the Disclosure Document of the program.