Commodity Trading Advisors

TRADING STRATEGY
RMP – Rogalski Managed Portfolio – is an active, as far as possible system driven portfolio that mainly invests in stock markets, financials and currencies. The portfolio consists on a set of non-optimized trading strategies (computer models) on different time frames (daily and hourly). Its implementation is not fully automatic, the allocation formula is 80% systematic and 20% discretionary. On the German DAX Future, for example, specific analysis filter are applied, that induce a reduction in trading frequency of the underlying systems, thus reducing slippage & commission while increasing the hit rate at the same time. This approach also results in a much more flexible possibility to adapt to current market conditions. The manager, Mr. André Rogalski, Diplom-Kaufmann (German MBA equivalent), worked for 8 years at a German Bank (1990-98) and was initially responsible for the technical proprietary trading with financial futures. Subsequently he set up the Managed Futures department at that bank. RMP is traded by himself since mid of 1999 and with its managers’ own money.

TRADING STYLE: 80%systematic / 20% discretionary / indices / financials / forex