Commodity Trading Advisors
| COMMODITY TRADING ADVISOR | ClaraVista |
| TRADING PROGRAM | Thuban |
| MINIMUM ACCOUNT | $1,000,000 usd |
TRADING STRATEGY
In the design and research phase, special attention was paid to risk mitigation through prudent position sizing, risk allocation, and diversification; robustness or small parameter sets; scalability and capacity; and long-term business viability. The portfolio is balanced on average between commodities (Grains, Metals, Energies) and financials (Bonds, Rates, Currencies, Stock Indexes). All markets in the portfolio are traded using the same algorithm and all markets are given equal weight. Thuban uses close-only data to compute signals and enters and exits on the following day. Thuban attempts to avoid what it considers noise and waits for opportunities to get in a move. Once in a move, Thuban can take profits at predetermined profit objectives. Modelling of markets, positions, volume, and open interest confirms that Thuban’s performance would be solid with AUM near $1 billion.
TRADING STYLE: Systematic / diversified
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