Commodity Trading Advisors
| COMMODITY TRADING ADVISOR | Appleton |
| TRADING PROGRAM | 10% Currency |
| MINIMUM ACCOUNT | $2,500,000 usd |
TRADING STRATEGY
The Appleton 10% Risk Program is traded using en entirely systematic approach to a select basket of currencies. This basket is selected according to their tendency to display memory, or trend. This criterion, coupled with filters related to liquidity and political stability, presents us with an optimal amount of currencies in the opportunity set. These will tend to be major currencies such as those in the G7 grouping. These currencies form the Program’s portfolio. Any portfolio is composed based on three key components – the expected return, expected risk and the correlation between subholdings of the portfolio. This framework forms the basis of modern portfolio theory and is also at the core of the Appleton 25% Risk Program
TRADING STYLE:Systematic / forex
| REQUEST MORE INFORMATION ON THIS MANAGER | |
| TRADING PROGRAM |