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Quant analytics: Group of robust and stable automatic trading strategies for buy side Alpha generation. Looking to employ them

Have group of robust and stable automatic trading strategies for buy side Alpha generation. Looking for place to employ them.

Hello,

Have group of robust and stable automatic trading strategies for buy side Alpha generation. Looking for place to employ them. (Prop-trading desk, Hedge Fund, Asset managing firm or other, preferred location – Asia)

Type of strategies: Directional trading. Mid term frequency.

Capacity: 50-100m USD with out algo-execution assistance.

Markets: US & Asia Equities and Futures + FX spot.

Approach: Systematic with clear and understandable alpha. (Idea generating/executing processes is fully automated).

If you are looking for already sustainable and fully equipped trader, who are able to generate investment decisions and trading strategies with above average P&L and do this autonomous with self-sufficient programming skills. You find him.

Public tracks.
Equities.
http://portfolio.marketocracy.com/cgi-bin/WebObjects/Portfolio.woa/ps/FundPublicPage/source=NpJmBaNbEiEnGbBnMaKiAbDd/maxDays=10000

Futures & FX spot.
http://directionalfuturestrading.collective2.com/

Will be next few weeks in business trip around Asia and can meet personally, to discuss models and show performance/track records in details.

# Here is portfolio performance of US and Asia equities systems.
http://dl.dropbox.com/u/19915855/Portfolio.pdf

(Performance of futures portfolio will be later, I’m in process of counting statistics for each system separate)

 

I can add to portfolio exposure to 2 types of Alpha.

* Systematic long/short alpha on futures. (CTA/managed futures type).

Futures markets Asia & US + FX SPOT.
(Traded futures contracts: Hang Seng index, Sydney Price index, Hang Seng China Enterprises Index, Gold, Crude Oil, S&P 500, US TRX 10/30 and some others. )

PS: Main part of alpha is coming from Asian exchanges + Gold and Crude Oil.
(FX: EUR, GBP, AUD, NZD, SGD)

* Long only (Beta One).

(US & Asia only liquid stocks)

Here is some statistics from futures trading portfolio.

Light Sweet Crude Oil (WTI) Futures
Ratios:
Win/Loss = 1.75
%time in market 5.61%
PF = 1.87
Target revenue 25% annually
Margin to Equity ratio 10-15% (counted on Overnight Initial value)
Average position holding time 6-7 hours.

Hang Seng index (HKFE)
Ratios:
Win/Loss 0.49
%time in market 13.67%
PF = 3.76
Target revenue 30% annually
Margin to Equity ratio 15% (counted on Overnight Initial value)
Average position holding time 24 hours.

Sydney Price index
Ratios:
Win/Loss 0.45
%time in market 10.24%
PF = 2.25
Target revenue 30% annually
Margin to Equity ratio 10% (counted on Overnight Initial value)
Average position holding time 56 hours.

Footnotes:
This is LONG/SHORT directional type of trading models. And positions are holding overnight.
Risk profile of all models are correlated with direct exposure to price movement of future contact price. And can be clearly priced and targeted in every trade with exact accuracy. All of them have fixed stop losses. Overnight gaps are included in statistics.

Some old “back tests” before starting public tracking in 2011.
http://dl.dropbox.com/u/19915855/FX_portfolio.pdfhttp://dl.dropbox.com/u/19915855/Global%20Grows_portfolio.pdfhttp://dl.dropbox.com/u/19915855/Issumboshi_portfolio.pdf

Some of strategies were better then in hypo theoretical tests periods along last year, some were not, but model 1m USD portfolio on collective2 closed with above 20% profit and average Margin to Equity ratio was less 20% level whole year.
http://directionalfuturestrading.collective2.com/

Feel free to contact me for any details,

Regards,

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

10 Complimentary Buy Side tickets to attend HIFREQ TRADE 2011 event on February 24th, in London

10 Complimentary Buy Side tickets to attend HIFREQ TRADE 2011 event on February 24th, in London
There is a special promotion to attend HIFREQ TRADE event 2011 for free, if you register before November 30th, 2010.
Buy side tickets are worth 457 GBP each and they will be available only 1 per company to qualified participants from Buy Side firms, Hedge Funds, Asset Managers, Prop Shops, etc.

About the event:
HIFREQ TRADE 2011 will be the second annual event dedicated to practitioners and professionals who are exhilarated by the challenge of speed, ready to face the dangers of bleeding edge technology, yet sufficiently serious and sober to manage the financial risks in a trading world that knows no boundaries in terms of volume, scope or complexity. HFT has come of age. The first annual event was held on February 24th in London’s Marriott Hotel, and the event showed the crucial importance of the topic that attracted close to 200 attendees. For reference, click here:http://www.hifreqtrade.invantage-group.com/

Discussed topics will include:

* Faster, further or smarter: the next HFT horizon
* Latest Regulatory and Market Impact developments
* Recent Technological Advancements within High Frequency Trading
* Advanced multi asset class trading techniques
* HFT in FX
* Exploring HFT opportunities in emerging markets
* Latency optimization strategies
* Critical importance of Low Latency Data Feeds to achieve alpha
* Optimizing Risk Management strategies in uncertain and volatile Markets
* Next generation of High Frequency Trading
* DMA, Co-location, sponsored access, exchange membership, proximity hosting.
* Engineering the Algo Production Line

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!