Established CTA's are managed futures programs that been around long-term and have a track record and managed assets in excess of $20.0 million. Current programs include:
- ACE's Diversified Commodity Program ("DCP") strategy grows out of the Diversified Premium Collection Strategy, which is a mix of roughly half of account assets supporting the S&P 500 index futures and half devoted to other commodities. This strategy places a higher focus on these other commodity markets. The greatest concentration will be on energy, precious metals, currencies and U.S. treasury notes and bonds. Trades may also come to the surface for other financials, agricultural commodities or other futures, including stock index futures. (request a disclosure document)
- ACE's Stock Index Premium Collection ("SIPC") strategy writes call and put options on the S&P 500 index futures. The strategy balances option positions, where price changes and volatility are constantly changing, and exploits the time decay aspect of option premiums. There are twelve cycles per year, ending on options expiration each month. (request a disclosure document)
- GT Dynamic Trading Program focuses on trading E-mini S&P 500 futures contracts. GT Capital CTA's ("GT Capital") trading approach and program is designed to go against the crowd by attempting to anticipate trader psychology at market turning points. (request a disclosure document) |