Minimum Investment |
$ 500,000
|
Management Fee |
1.00% |
Performance Fee |
20.00% |
Summary
The COMMODITY L/S Program, or the Commodity Long and Short Managed Futures Program, is a systematic trading system that uses detailed, algorithmic analyses in order initiate and hold long or short futures positions in U.S. grain, livestock, precious metals and energy futures markets.
The general philosophy of the COMMODITY L/S Program is that the pricing of grain, livestock, precious metals and energy futures are typically tied to what happens in the cash market and that the price action in the derivative futures markets can sometimes be distorted by speculative trading.