Commodity Trading Advisors

TRADING STRATEGY
MarketEthos Capital employs a multi-strategy approach in managing futures accounts in order to maximize return per unit risk. MarketEthos Capital applies multiple, non-correlated, positive expectation strategies to achieve a smoother portfolio equity curve. These strategies include statistical arbitrage, objective or mechanical technical trades, and subjective or discretionary technical trades. The primary strategy employed by MarketEthos Capital is statistical arbitrage. This strategy involves trades that match long and short positions in correlated securities, such as a yield curve spread involving different maturities of U.S. Treasury futures. With its statistical arbitrage systems, MarketEthos Capital seeks to profit from fluctuations within the spread between these correlated securities as opposed to the direction of either or both of the individual contracts. Its systems incorporate volatility-based hedge ratios so profitability is not correlated with, or dependent upon, the performance of the markets being traded.

TRADING STYLE: Statistical arbitrage / multistrategy