Program 3CA: China Commodity Semi-High Frequency with Optimized Capacity


Program 3CA: China Commodity Semi-High Frequency with Optimized Capacity

Program 3CA uses tick data as well as various customized industrial data to catch and analyze institutional investors’ abnormal action, sorts out only cross-verified signals, obtains only extreme high-win-probability position.  


Semi-high frequency trading locks profit within as short as minutes to hours and improve Sharpe Ratio, while medium-term strategies expand capacity and catch longer profit.  According to our estimation, this program's final performance shall be able to match or outperform Program 3.


As always one of our major consideration, enough diversification and using only tiny position on each signal by trading all category of China commodities is also an important factor of this program.