Taglom
Strategy
Total return
Information ratio
Max drawdown
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Strategy description
Taglom (Trend Agglomeration) is a directional (long and short) model trading equity, fixed income, currencies and commodities in optimally combining different price-based and macro-based signals. The model trades futures.
Assets traded
- Equity futures (US, Europe, Asia), Bond futures (US, Europe: 30yr, 10yr, 5yr, 2yr), FX futures (G10), Commodity futures (energy, metals, softs, grains, livestock).