Cayman Islands
Instruments include a selection of over 130 liquid global cash equities and single equity derivatives, including CFDs. These stocks are reviewed and selected on a quarterly basis. Trading is systematic, directional and fully automated with an emphasis placed on extensive technical analysis of real-time price data and sophisticated portfolio management. Trading activity seeks short-term market trends and mean reversion opportunities across multiple time frames and utilizes stop concepts and some pattern recognition methodologies. In this way, the trading system looks to exploit non-random effects that can be captured in the markets in an attempt achieve profitable trades. A recursive optimization routine seeks to optimize the free parameters of all formulas. Execution is entirely electronic and closely monitored for both slippage and costs. The risk and volatility management functions are monitored real-time and are fully embedded into the trading system. The average holding period is about 3 days with and target volatility of about 12% p.a.
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