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Managed Futures
CTA Strats - CTA Trend I (FX Only) - AlphaMaven Performance Report
November 2024 - Managed Futures
CTA Strats - CTA Trend I (FX Only) - AlphaMaven Performance Report
The CTA Trend I (FX‐only) strategy is a systematic, medium term trading view that seeks alpha returns in the currency markets. Trade ideas are generated through a model based investment process requiring a pre‐determined signal confirmation of an existing or new trending environment.
The strategy covers a maximum exposure to eleven currency pairs with a concentration around the majors to improve liquidity and reduce v