Hg
Capital | Available Models Hg Capital may be traded as an individual program or as a
portfolio system in bonds and equity index markets.
Equity Model Hg Capital has developed timing models to trade individual
market indexes. They generate short-term long/short signals to
be applied to the index. Occasionally, the system may generate
a neutral signal. Above average volatility is anticipated for
these models.
The models are statistically based using only technical, not
fundamental data. Thousands of trading rules are validated
statistically which then compete with each other to obtain a
single superior rule for each day. The signal— either long or
short—is then implemented without deviation. While an
independent signal is generated every market day, direction
changes occur on the order of every 3rd day, resulting in
approximately 80 to 150 trades per year.
The systems are adaptive—adjusting to changing market
conditions. They are designed to allow additional rules to be
added as we develop them. However, the new rules must compete
with all other rules for significance, and therefore, each
individual rule tends to have only incremental impact on the
systems.
The Equity
Model can be traded on e-Mini Index Futures, such as the
e-Mini S&P 500, NASDAQ, S&P Mid Cap and Russell 2000.
Bond
Model
Hg Capital's bond model is designed to work with Government
Bonds, which have been applied to the eCBOT's 30 Year Bond
Futures contract. On any given day, they generate either a
long or a short signal.
The model is statistically based on signals derived from the
5-, 10-, and 30-year government yields. Historically, this
model demonstrates a somewhat negative correlation to our
equity model. The system generates approximately 80-120 trades
per year.
NEITHER MAN FINANCIAL NOR ITS EMPLOYEES HAVE REVIEWED OR
VERIFIED THE PERFORMANCE RESULTS OF OR CLAIMS MADE BY ANY
THIRD PARTY SYSTEM PROVIDER. NEITHER MAN FINANCIAL NOR
ITS EMPLOYEES ARE RECOMMENDING ANY SPECIFIC THIRD PARTY SYSTEM
PROVIDER.
THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR
TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS
WHICH CAN ADVERSELY AFFECT TRADING RESULTS. THERE ARE NUMEROUS
OTHER FACTORS RELATED TO THE MARKETS IN GENERAL WHICH CAN AFFECT
THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT
BE FULLY ACCOUNTED FOR IN HISTORICAL BACK TESTING AND IN THE
PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS, ALL OF WHICH
CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS
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