Rabar Market Research Diversified Program
The Diversified Program of Rabar Market Research trades futures and forward currency contracts using short and medium term systems. A quantitative approach is used for these systems. They are based primarily on trend following and the remaining on trend anticipating. These systems are a result of proprietary research and were improved since 2000. Risk management is strict and controls exposure using measures such as volatility, price, and risk rewards. Trading is diversified both in terms of time horizons, systems and markets.
Rabar Market Research is located in White Plains, NY. Principal is Paul Rabar and Jeffrey Izenman.
Rabar Market Research uses a short term program that is implemented in 20 futures markets. Average holding is at 5 days, using anticipating and following trend techniques. Risk management is used, with principles developed in its 22 years of service.
Rabar Market Research minimum investment is $2,000k with a management fee of 2% and a performance fee of 20%.
2014 Performance Statistics
Annualized volume is at 21.23%. Sharpe (RFR= 1%) is at 0.58. CAROR is at 11.79%. Assets are at $132.5 million. Worst DD to date is -29.82 and S&P Correlation is at -0.01. Year to date is at 19.82% with DEC at 0.23%.
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