More to be added soon.
Esulep's Permo Fund is an absolute-return, U.S. Listed Futures and Options Fund. It actively invests in the S&P 500 market as a whole, utilizing proprietary analytics that are dynamically updated, designed for competitive capital appreciation with ultimate capital preservation. Monthly performance is designed to have minimal correlation with overallS&P 500 market movement and other strategies, the gains are achieved without borrowed funds or added leverage, and the positions are hedged appropriately to both reduce the risk of capital loss and also to ensure continuity through adverse conditions.
The Quaker Event Arbitrage Fund is a multi cycle event driven 1940 Act mutual fund that tactically invests in merger arbitrage, distressed investments, activist situations, capital structure arbitrage, liquidations and special situations. Over the 10 year life of the Fund, Quaker has been able to achieve event driven hedge fund like returns with comparable risk with all the benefits of mutual fund investing…liquidity, transparency and lower costs than hedge funds. Quaker Event Arbitrage finished 2014 up +2.1% - which was more than 6% better than the HFRX Event Driven Index which finished 2014 down -4.06%; and Quaker has started 2015 up +1.31% ytd through Feb 9th while the HFRX Event Driven Index is down -0.16% ytd through Feb 6th.
EMC Capital Advisors,
LLC, founded in 1988, is a systematic global macro investment management firm.
EMC’s Programs seek to provide long-term positive returns with low correlation
to equity and hedge fund portfolios. EMC employs quantitative, systematic
trading models across a broad range of liquid global financial and commodity
markets. Sectors traded include stock indices, currencies, financial futures,
precious and base metals, energies, agricultural and soft
commodities. EMC currently employs machine learning, a branch of
artificial intelligence, to develop and optimize proprietary trading systems.
The machine learning process allows trading systems and risk management
protocols to evolve and adapt to changing market conditions over time. Machine
learning refers to both the research infrastructure and the process that allows
individual trading systems to ‘learn’ from new data as it becomes available
each year. EMC currently employs independent trading systems based on two
core concepts: trendfollowing and momentum. Each of the core concepts is used
to develop multiple systems that capture directional price movement in
different time frames and under different market conditions. EMC actively
manages risk at every level of the portfolio and uses current market
volatility, account equity and other portfolio components to quantify and limit
risk at the trade, market, sector and portfolio levels.
SAGAT Capital is a
short-term systematic managed futures firm that trades across multiple asset
classes. Our methodology has been developed by its traders on the basis
of over 25 years of institutional global macro/RV trading experience in
commodities, fixed income and foreign exchange. Our trading ethos
is focussed on Evolved Momentum Persistence that exploits trends and price
reversals in the world's futures and forex markets. Our concept of momentum looks
to take advantage of patterns in high and low volatility regimes. We focus on
consistency across different volatility regimes thus enhancing an investor
portfolio by being a true absolute return vehicle. Our algorithms have been designed to
emulate how a global macro trader operates within any particular market. We
recognize that trend following and mean reversion are the two main techniques
that a directional trader would employ depending upon the price environment at
the time within the chosen market. We build algorithms that allow us to emulate
this mode of action within a particular market. We look to systemize the
process and capture a mathematical edge that these algorithms have identified
over time. In
building our models, we utilise evolutionary learning techniques which are
based around genetic programming.
King Muir’s KGR Series of Funds offers investors unique exposure to global markets by way of closed-end funds (CEFs). We create significant alpha over our benchmarks through our time-tested systematic investment strategy. King Muir employs closed-end fund arbitrage through 3 strategies (Global Long-only, Emerging Markets Long-only, Market Neutral). Invest in closed-end funds at substantial discounts and use discount volatility to create alpha. Launched in 2006. For over a decade we have researched the closed-end fund marketplace, comprehended the nuances of closed-end funds, and executed a successful investment strategy that captures the premium associated with trading closed-end fund discount volatility. We believe that the closed-end fund structure offers investors the opportunity to acquire professionally managed, diversified portfolios at significant discounts to their underlying net asset value.
Probabilities Fund Management, LLC is SEC registered investment
advisor ("RIA") managing separate accounts and (1940 Act) mutual
funds. The firm's four Investment Committee Members contribute more than 60
years of financial service experience and have developed a proprietary
long/short trend following investment strategy. The firm has primary offices in
San Diego, CA. Probabilities Fund Management, LLC serves as a co-advisor to the
Fund. The
Fund utilizes a rules based, systematic approach to attempt to capitalize on
repeating cyclical,seasonal,
political and other long-term historical patterns in the S&P 500 Index. It
seeks to identify periods
when the S&P 500 is estimated to have the highest and lowest probabilities
of capital appreciation to identify market entry and exit points.
Clarke Capital Management is a Commodity Trading Advisor founded
by Michael J. Clarke in 1993. Clarke programs are systematic specializing in
medium to long-term trend following.
Kottke Associates LLC is a
Commodity Trading Advisor and Futures Brokerage Firm founded by Neal Kottke,
former Chairman of the Chicago Board of Trade Clearing Corporation and former
Vice Chairman of the Chicago Board of Trade, specializing in managed futures
programs and proprietary trading. Started in 1988 as a proprietary
trading firm, Kottke Associates has expanded to offer managed futures programs
leveraging the advantages of a complete trading infrastructure including
over 100 experienced floor traders in Chicago and New York, advanced
technology, a team of research professionals and strong leadership. One of Kottke's programs is The Commodity Capital Program.
Commodity Capital's trading approach seeks to forecast the price or time
spread, or arbitrage changes the market undergoes to redress developing
imbalances of supply and demand, while seeking to build into positions
risk-control techniques such as stops or other positions, to guard against
unexpected adverse developments, primarily in agricultural markets.
County Cork’s Commodity
Trading Advisors (CTAs) offer four alternative investment programs to choose
from, including programs focused on L/S Agriculture, Commodities, and Intraday
Stock Index. Each product is custom tailored to your needs with the potential
to deliver high risk-adjusted returns in all market environments. County Cork
is lead by Robert J. O’Brien Jr., who established County Cork LLC in 2002.
Previously, Mr. O'Brien as President of R.J. O’Brien & Associates,
the oldest and largest independent futures broker in the United States. His
grandfather founded R.J. O’Brien & Associates (then known as J. V. McCarthy
& Company) in 1914, which was a founding member of the Chicago Mercantile
Exchange (CME). For the past 100 years R.J. O’Brien & Associates
helped to shape the commodity futures industry and is the only CME founder
still in existence. Robert J. O’Brien Jr. brings this tradition of excellence
and experience to County Cork and its clients.
Reality Shares empowers investors by providing investment
solutions that are designed to isolate corporate dividend growth from stock
price, with the goal of realizing returns based on the reality of how companies
perform. Our innovative ETFs and indexes seek to extract the expected growth of
dividends, minimize the noise of the market and mitigate the influence of
emotion and other intangibles on investment performance. For more information, visit
www.realityshares.com.
Alpha Z Futures Fund LLC is
an alternative investment fund formed to trade futures and futures options on
equity indexes including the Standard & Poor’s 500, Russell 2000, and other
equity indexes. The Fund’s trading is conducted by Alpha Z Advisors, LLC, based
on the extensive multi-year research conducted by Dr. Ziemba in calendar
anomalies, arbitrage and behavioral biases in human behavior.
ValueWorks offers a
bottom-up value long-short (long-bias) strategy in both hedge fund and managed
account formats. ValueWorks invests in publicly traded entities where a
disparity exists between the value of a company’s underlying assets and the
price at which they can be controlled through a specific security; securities
across the capital structure are evaluated for the best risk return
profiles. Securities selling at a
premium to ValueWorks’ independent appraisal may be shorted with the intention
of both generating returns and mitigating, security, sector and portfolio risk.
Portfolios are moderately concentrated yet strategically diversified for lower
correlation among holdings. Targeting 100% net-long exposure (within a range of
75% - 125%, comprised of 80-150% gross long exposure and 0-35% gross-short
exposure), ValueWorks’ objective is to generate superior capital appreciation
through market cycles with average market volatility. Notably, net-returns in ValueWorks long bias
composite topped 70% in both 2013 and 2003; 50% in 2009; and 30% 2006, 2004,
and 1999. Portfolio management and
investment research at ValueWorks is led by Founder/CIO Charles Lemonides. Mr.
Lemonides initially honed his investment skills at Gruntal & Co., first in
the research department beginning in 1986, then transitioning to portfolio
management in the mid-1990s.
