EFTA01157277.pdf PDF
cTORUS Systematic Global Opportunity Fund (+(3) + ,(+a) Presentation for. DRAFT fl ISSIBIEthalilli February 2015 1. …
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EFTA00505976.pdf PDF
cTORUS Systematic Global Opportunity Fund (+(3) + ,(+a) Presentation for. DRAFT fl ISSIBIEthalilli February 2015 1. …
EFTA01363153.pdf PDF
If Yes Systematic Internalization if Yes Hedging of market nsks i.e.. dealing on own account on an organized. i.e., transactions that serve to hedge all frequent, systematic and substantial basis when types of market risk INCLUDES, for example…
EFTA01364457.pdf PDF
Multi-Asset Risk Premia Portfolio Portfolio Construction OVERVIEW ■ The Portfolio is a Volatility-Targeted Portfolio with weights to the underlying systematically rebalanced based on an Equal Risk Contribution allocation methodology. RISK-WEIGHTING ■ The weights for the basket of…
EFTA01364430.pdf PDF
Multi-Asset Risk Premia Portfolio Portfolio Construction OVERVIEW ■ The Portfolio is a Volatility-Targeted Portfolio with weights to the underlying systematically rebalanced based on an Equal Risk Contribution allocation methodology. RISK-WEIGHTING ■ The weights for the basket of…
EFTA01086756.pdf PDF
Atorus LLC reATORUSwww.atoruslic.com Investment Objectives Atorus ("the fund") is a global multi-strategy fund volatility, and low long-term correlation which with a systematic bias. The Fund's objective is to collec…
EFTA00593204.pdf PDF
…the fund") is a global multi-strategy fund diversification, volatility, and low long-term with a systematic bias. The Fund's objective is to correlation. The portfolio is constructed to be broad achieve absolute average gross returns of 24% per …
EFTA00306397.pdf PDF
…Experience Senior Portfolio Manager 2009 — 2013 Eastbridge Group, New York, NY • Utilized foundation of previously developed systematic macro model to trade U.S. financials and real estate listed equity securities in a $50MM managed account (avg. notional …
EFTA01376844.pdf PDF
…macro view) — Voting is anonymous, collected before - Systematic scoring incl. MIC and taken on (sub-)asset allocation proposal class basis …
EFTA00293330.pdf PDF
…ATORUS ✓ Atorus utilizes a systematic methodology for ✓ The founders Michael Fowler and Joshua investing across a global universe of highly Levy have worked together for 7 years, liquid securities developing and employing a risk-conscious and…
EFTA01380657.pdf PDF
…of recommendations for you. You're going to have an awesome time. Do you have time to chat next week about risk premia investing? Think of it as systematic trading to extract risk premia (cu…
EFTA01364390.pdf PDF
What is Risk Premia / Alternative Beta? — A premium generated for taking a certain type of risk. — Persistent source of return that can be accessed systematically, also referred to as a Risk Premium or Alternative Beta. — Some risk premia represent simple…
EFTA01385928.pdf PDF
27 March 2015 US Fixed Income Weekly In the portfolio managers survey conducted by Stone McCarthy Research Associates, the systematic reduction in overexposure to credit is even more pronounced. As of last week, portfolio managers have a tactical allocation of…
EFTA01364418.pdf PDF
What is Risk Premia / Alternative Beta? — A premium generated for taking a certain type of risk. — Persistent source of return that can be accessed systematically, also referred to as a Risk Premium or Alternative Beta. — Some risk premia represent simple…
EFTA02024887.pdf PDF
…Vice President, Systematic Trading (High Frequency Trading) 4/2011-2/2013 • Produced steady P&L (Sharpe Ratio of 5.0 in 2012) with intraday proprietary trading strategies in US equity • Implemented trading strategies in C++ under low latency, multi-thread…
EFTA01364445.pdf PDF
What is Risk Premia / Alternative Beta? — A premium generated for taking a certain type of risk. — Persistent source of return that can be accessed systematically, also referred to as a Risk Premium or Alternative Beta. — Some risk premia represent simple…
EFTA00293376.pdf PDF
…the fund") is a global multi-strategy fund diversification, volatility, and low long-term with a systematic bias. The Fund's objective is to correlation. The portfolio is constructed to be broad achieve absolute average gross returns of 24% per …
EFTA00556664.pdf PDF
…QARMIN is a small Paris-based Prop Trading House that specializes in quantitative systematic fully automatized strategies with a focus on listed and highly liquid instruments (Europe and US) and medium frequency strategies. First stage of development was dedicated to…
EFTA01387436.pdf PDF
What is Risk Premia / Alternative Beta? — A premium generated for taking a certain type of risk. — Persistent source of return that can be accessed systematically, also referred to as a Risk Premium or Alternative Beta. — Some risk premia represent simple…
EFTA01447283.pdf PDF
…Invested What CROCI is a proprietary stock-valuation methodology. How The four stages of applying CROCI methodology: 1. Research the distortions in reported financial statements and systematically adjust the…
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