2011 – 31.2% Return, 1.3 Sharpe, US Equities. We are a Trading system Development company looking for hedge fund partnership / seed capital.
We have developed a number of long / short US equity models which are based on non directional statistical modelling – volatility / volume based. Currently interested in speaking with hedge funds.
how did it do in prior years
are signals based on daily closes or intraday
how much leverage is deployed
The backtest stats for 2000-2010 were 499% return with 1.13 Sharpe, 48% Wins, 52% losses, Drawdown 4.2%. Non directional. Only looks at discrepancies in volatility movements and volume. The ratio then cross references high probabiity scenarios.
Sorry forgot to add that the system is based on intraday profit and stop loss levels, with max holding period of 20 trade days. No leverage, but can adequately handle conservative levels
Even the most pedigreed hedge fund managers are considering seeders since the financial crisis has made investors wary of putting money with managers striking out on their own. FORTUNE — Hedge fund pioneer Michael Steinhardt…
Patric de Gentile-Williams is Chief Operating Officer of FRM Capital Advisors Ltd, an institutional seeding firm that has seeded the following managers: Victory Park Capital (asset-based-lending), Beechbrook Capital (loan/credit), JD Capital Management (volatility-arbitrage), WestSpring Advisors (credit), Varna Capital, Sensato Capital and Isometric Capital Management (Asian equity) with an average amount of $45 m.
In this Opalesque.TV interview, de Gentile-Williams speaks about the enormous and exciting opportunities in the hedge fund seeding arena, how his firm identifies talent, the typical deal structure and advantages of working with an institutional seeding company.
Here is the link for the interview with Patric de Gentile-Williams:http://www.opalesque.tv/youtube/Patric_de_Gentile-Williams/1
Revere Capital, another seeder, was founded in September 2008 and is backed by former senior executives and board members of the Man Group. CEO Dan Barnett speaks about opportunities in seeding and the “Revere” way of setting up relations with emerging managers. Dan discusses his reasons for starting Revere, and the role a seeder firm can play in developing a new generation of emerging managers to provide capacity for early institutional investors – see here on Opalesque.TV: