NFA Member - CFTC Registered
Futures Trader sounds off Market Turmoil


       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 performance Myth"

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 investor. 
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.

                         info@algometrix.com     -     (720) 230 8000




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.