Because of the expected volatility for futures quarters, I am simplifying the portfolios and removing product risk.
Increasing the levels of cash and relocating funds to various strategies with in the site.
If you have questions please ask:
Removing Risk and Closing Strategies:
Reason for Removal: Risk Management
This is a third-party strategy and I have lost confidence on his risk management.
Reason for Removal: Risk on Exchange Trade Notes
XIV greatly damaged the performance and I can not allow on my account nor on the clients accounts.
R Future & R RFT
Reason for Removal: Risk Parity
Risk parameters from the strategy did not match account size which created a non recuperate loss with current account size and margin.