Global Dynamic Strategy

Global Dynamic Strategy is a fully systematic, multi-model trend following program that manages capital across a diversified portfolio of 27 exchange traded currencies and commodities markets.

Market sectors traded include interest rates, currencies, metals, energies, grains, meats and softs. The program employs nine models which have a time frame focus of short-term. The use of both trend and counter-trend components in the models lowers the correlation of Global Dynamic Strategy to other trend following systems. Each model consults a “Special-Logic Trend Filter” for permission to initiate positions and to take on market risk.