Rigorous Selection & testing process
- Test hypothesis
- Examine a variety of trades that could be profitable for that scenario (typically we examine dozens of trades)
- Select the best ones based on P+L and also our risk appetite. We look for more stable performers with low drawdowns
- Trades are backtested and live tested
- Then stress tested using quantitative techniques
Our focus is on designing trades with a close to zero or negative correlation to buy and hold equities.
So we have the dual aims of generating positive returns for our investors and providing equity investors with a profitable method of diversification.
Backed by managers with vast experience, we believe we have a unique proposition to investors.
Performance Update 2020
Jan: +1.8% Feb: +1.2% Mar: +10.1% Apr: +3.8% May: +1.2%
In addition the correlation of all of our strategies and the overall portfolio has remained constant at approximately zero with equities, for the whole of 2020 so far. Thereby demonstrating our ability to keep investors diversified even during difficult market conditions.
Please note the fund is only open to accredited/wholesale investors