Diversified Nonlinear Analytics (DNA) is a multi-strategy trading program that utilizes Fall River Capital's proprietary Quantitative Diversification architecture to trade from hundreds to thousands of models concurrently. The portfolio of strategies is chosen to minimize the correlation between systems in an effort to add diversification and increase risk adjusted returns.
- Aggregates numerous individual models into a net signal indicating a long, short or flat position for each market daily
- Trades long and short with similar frequency and time horizon without a bias in regard to the trend on any particular time frame
- Due to the extremely diverse nature of the component systems, DNA's returns show low correlation to other asset classes and managers, including the CTA universe
- Volatility targeting enhances risk control and stabilizes volatility of program returns over time
- Trades over 40 of the most liquid futures and commodity markets worldwide
- Less than 10 day average holding period
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