•  
• Tweet
•  
•        Print
•  
•         Track Keywords
•  
• 

Opalesque Exclusive: Claughton Capital ARP Daily Dealing Fund being launched on Patronus Invest SPC platform Templar Group launches October 1st 2007 a new daily liquidity investment vehicle, the Claughton Capital ARP Fund, available for investment under the umbrella of the feeder platform Patronus Invest SPC.  The Claughton Capital ARP Fund will offer 1X and 2.5X levered share classes of Claughton Capital’s Auto-Reactive Program. 

  Claughton Capital LLC uses an innovative systematic approach on a diverse range of futures.  The strategy is called Auto-Reactive Positioning (ARP) and uses market behaviour to determine what sub-strategy is most appropriate to trade at any given time.  The ARP strategy is designed to dynamically allocate capital between a predominantly employed probability based pattern recognition strategy and an occasionally employed strategy of following the trend.  Market conditions dictate when this transition occurs on an intraday basis. This is what separates the ARP strategy from traditional strategies and results in enhanced performance, reduced drawdowns and overall non-correlation.  For those employing a multi-advisor strategy the benefit of negative correlation on benchmark down days is highly advantageous.

  Claughton (www.claughton.com), headquartered in New York City, was established in 2003.  It is registered as a Commodity Trading Advisor by the National Futures Association and regulated by the U.S. CFTC.

Mr. Keith Ganzer......................

To view our full article Click here