|
Rosetta
Capital Management
.
Access This Page Directly:
http://rosetta.altavra.com
.
::
Program Description
The Program
offered by RCM utilizes a technical system of
trading that focuses on short and medium term price
data in search of repetitive patterns that reflect
trending markets. This Program was developed by RCM’s principals and associates using their
extensive futures and related backgrounds. They
employ computerized rules which, among other things,
determine when to enter and exit designated markets
and set the optimum position size for a
participating customer’s account. Integral to RCM’s
market decisions is a risk management system that
evaluates market volatility and other factors to
help set maximum loss parameters.
The trading
methods to be applied by RCM are both proprietary
and confidential. As a result, the following
discussion is of necessity general in nature and not
intended to be exhaustive. RCM plans to continue the
testing and reworking of its system and, therefore,
retains the discretion to revise any method or
strategy, including the technical trading factors
used, the commodity interests traded and/or the money
management principles applied. Such revisions,
unless deemed material, will not be made known to
participating customers.
.::
Description of Markets
RCM currently
trades a varied portfolio of futures contracts on
United States and foreign commodity exchanges. It
does not now trade physicals or in the currency
interbank market, but may decide to engage in
trading in either or both at a future date. The
Program follows approximately 40 futures markets
within the following general categories: financial
instruments and stock indexes, currencies, precious
metals, grains, and energy products. Typically, at
any one time, RCM may be holding positions in
approximately 10 to 20 markets but may exceed this
number as it deems appropriate.
The selection
of markets is totally within the discretion of RCM
which may add or de1ete markets as it deems
appropriate. At any time and depending on market
factors as assessed by RCM, an account may be
holding positions in all or some of the markets
traded by the system, or be out of all markets
entirely.
.::
Components of RCM’s Systems
RCM’s trading
systems is discretionary but relies on fundamentals
with technical overlays. RCM utilizes a technical
system, in connection with the Program, which relies
on data intrinsic to the market such as price
action, volatility, breadth and volume. For example, RCM focuses on absolute price movement in the short
and medium term in its efforts to identify market
trends. In its evaluation of data, RCM uses
analytical tools such as oscillators, moving
averages and support and resistance levels.
As a
trend-follower, RCM seeks to identify a directional
price movement of a minimum length or longer and
then takes a position to capture this movement. While an early identification of a trend allows for
greater profits, it also incurs a greater
possibility of identifying false signals that are
often generated in sideways or choppy markets. For
this reason, trend-followers typically enter the
market after the trend has been clearly discerned
and exit when the conclusion of the trend has been
clearly established. With this problem in mind, RCM
has equipped its system with proprietary filters to
lessen the likelihood of such false signals.
The Program utilizes a number of trading rules, some
of which are applied via computer. However, its
system is not fully automated and is not totally
mechanical. During extremely volatile market
conditions or unique circumstances, RCM may from
time to time use discretion. Particularly in
managing risk control and determining position size, RCM may assume a more active discretionary role.
::
Management Information
.::
James Green
Jim
Green gained farming experience early in his life,
growing up on a grain and livestock farm in
Henderson County in Western Illinois. He attended
Western Illinois University in Macomb, Illinois,
where he earned a bachelor’s degree in Finance with
a minor in Economics. Mr. Green supported himself
through college by working for DeKalb Ag Research.
His efforts were rewarded after his graduation with
a full-time position as District Sales Manager with
the company.
In
1979, Mr. Green entered the Management Trainee
Program at Heinold Commodities. After completion of
the program he was appointed Regional Sales Manager
of Heinold Commodities Central Region until 1985.
In
1985, Mr. Green applied his skills and experience to
Merchants Trading as National Sales Manager. At
Merchant’s he diversified his pursuits by
establishing a retail business for Merchant’s, and
helping it grow into one of the larger firms for
locals and introducing brokers. In 1988 he joined
Balfour Maclaine and as Senior Vice-President
returned their Chicago operations to
profitability. Mr.
Green joined the Rosenthal Collins Group in 1990.
.::
Michael Swinford
Mike
Swinford is a Senior Livestock Analyst with the
Livestock Division of Rosenthal Collins Group. He
brings over 30 + years of experience in the futures
markets, having joined Heinold Commodities in 1971.
He was a Research Analyst and Series 3 registered
Associated Person with Heinold until 1987.
Following his stint with Heinold, Mr. Swinford and
several colleagues affiliated with Saul Stone and
Company, a Chicago futures brokerage firm, as a
Series 3 registered broker. Mr. Swinford was with
Saul Stone from 1987 until 1989 and acted as a
livestock analyst and broker/trader. In the spring
of 1989, the group reunited with Mr. Green at
Balfour Maclaine Futures, Inc a subsidiary of
Balfour Maclaine, Inc. At Balfour Maclaine Futures,
Mr. Swinford again acted as a livestock analyst and
broker/trader. This association remained until the
fall of 1990, when the entire group became the
Livestock Division of Rosenthal Collins Group. In
June 2003, Mr. Swinford also became registered with
Kottke Associates, LLC, an NFA registered Commodity
Pool Operator, CTA and FCM.
Mr.
Swinford was raised in Windfall, Indiana, located in
the north central portion of the state. He spent
many years working on the family grain and livestock
farm. Following his junior year at Purdue
University in Lafayette, Indiana, where he was
studying Animal Science at the School of
Agriculture, Mr. Swinford returned to work at his
family’s farm following the death of his father. He
remained in charge of the farm for five years. In
1971, the opportunity to learn the futures markets
presented itself and he joined Heinold Commodities,
bringing with him an invaluable background in cash
commodities.
In his
spare time, Mr. Swinford enjoys his baseball card
and car collections. Mr. Swinford now resides in
Chicago, Illinois.
*All
clients executing this agreement must meet the
definition of a qualified eligible person ("QEP") as
defined in CFTC Regulation 4.7. Please
see Exhibit A: Page 4 of the Disclosure Document.
The
descriptions above
are from the manager’s disclosure document.
THE
RISK OF LOSS IN TRADING FUTURES, OPTIONS AND
OFF-EXCHANGE FOREX
CAN BE SUBSTANTIAL. PAST RESULTS ARE NOT
NECESSARILY INDICATIVE OF FUTURE RESULTS. PLEASE READ THE
CTA'S RISK DISCLOSURE DOCUMENT CAREFULLY BEFORE
INVESTING MONEY.
Disclosure Statement
|
