AlgoMetrix Asset Management cater for professional (QEP) investors only
targeting net ror: 15% - vol: 5-10% - sharpe: 1.85
"Smaller is the New
Big" and " The end of the super large AUM = safety and good
As a Trader that uses both
algorithmic process and common sense discretion I have developed programs that
accommodate AUM in line with keeping consistency in delivering Alpha. The best
known directories of hedge funds and CTAs show unequivocally that the larger
they get in terms of AUM the worst they perform for whatever reasons (
execution, liquidity, slippage or other issues) whatever excuses, AUM size
ultimately affects performance and risk increase considerably unbeknownst to
The key is to develop programs that accommodate
smaller AUM ( 20 to 50 Million) and deliver month in month out the same
performance that was originally presented to investors through pro forma ,
backtesting and other paper trading. Furthermore the diversification of asset
classes traded under different solid, robust and successful programs allows for
increased overall AUM without losing the edge of delivering Alpha consistency.
As a manager with 3 fully developed proprietary
programs that trade different asset classes, consistency of performance cannot
be compromised by the AUM size.
My ego is placed on my performance and only on
performance, increased ot too large AUM size is the main culprit in the
downturn of manager's performance and their unavoidable downfall.
THE RISK OF LOSS IN COMMODITIES AND/OR FOREX CAN BE SUBSTANTIAL. AS SUCH AN INVESTMENT IN ANY PROGRAM OFFERED BY ALGOMETRIX ASSET MANAGEMENT INVOLVES A HIGH DEGREE OF RISK. YOU SHOULD CAREFULLY CONSIDER WHETER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.