SinoPac Asset Management Asia Ltd - SinoPac Multi Strategy Quant Fund

4.7 Exempt - For Qualified Eligible Persons Only*

Overview

Strategy: 100% Systematic - Momentum - Pattern Recognition - Mean reversion - 70% intraday

Sectors: 86% Stock Indices - 6% Financials - 2% Metals - 3% Energies - 3% Agriculturals

Minimum Investment: $5,000,000

Trading Description: The SinoPac Multi Strategy Quant Fund trades mainly equity index futures, commodity futures and bond futures but may also invest in other asset classes. The portfolio management team has been together for many years and uses their market insights and the ability to perform large scale historical analysis to establish an Asian focused investment strategy centered on Mean Reversion, Market Reaction and Momentum.

For price risk, we limit the net delta to control the maximum net position in single region. We also apply VaR Limit to control the daily potential loss. For liquidity risk, we only trade the most liquid contracts in major markets, and all positions can be closed out in one day. Leverage ratio limited to 5 times the NAV. For strategy risk, we take diversification of markets, strategies and investment horizons. We have periodic review of strategy in terms of actual performance vs historical performance to remove outdated strategy.

Gladys Lang has over 20 years of experience in the financial industry specializing in the areas of derivatives, quantitative trading and risk management. She started her career in 1993 as a Market Risk Analyst with Citibank. She was then Head of Quantitative Research in equity derivatives between 1995 and 1997. She joined ING Barings as a Senior Risk Manager in 1997 and was promoted to Regional Head of Market Risk Asia in 1999. Before she joined Sinopac Asset Management, she worked for KGI as the Director of Equity Proprietary Trading from 2003 to 2009. Gladys received her Bachelor of Law Degree from the London University, a Bachelor of Science Degree from the Chinese University of Hong Kong and a Doctorate Degree in Physics from the California Institute of Technology.

Gladys's team comprises of five investment professionals, all with (under) graduate and post-graduate degrees from The Chinese University of Hong Kong. Michael Wong, Ph.D., is the assistant fund manager. Brian Tsue is a trader responsible for conducting research and trading. Frank Wong is also a trader, while Keven Chan is the trading analyst. The team has been working together at SinoPac Asset Management for quite some time. Previously, several members of the team (Gladys, Michael & Brian) worked at KGI Securities where they managed an internal hedge fund for three years.

Statistical Report

For more information including commissions respective to each program, please e-mail ManagedFutures@ParkAvenueAssetMgt.com