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White River GroupWhite River Group is a registered Commodity Trading Advisor whose primary goal is to generate the highest quality of risk adjusted returns for clients. White River Group’s trading strategy is discretionary, although technical analysis goes into defining trading strategy. Fundamental factors, including inflation view and economic indicators, are also taken into account. White River Group’s programs trade futures and options in a broad array of markets, including, but not limited to, currencies, energies, equities, grains, interest rates, meats, metals and softs (e.g., sugar, cocoa and coffee), traded on U.S. and non-U.S. exchanges.
There are two programs available. AG Capital Investments, LLCAG Capital's Discreationary Global Macro Program looks for opportunities where an imbalance between supply, demand, and inventories (where applicable) may lead to a large price move. Position hold times vary from 1 month to years; no day-trading, no algorithmic trading. Fundamental analysis is used to determine directional exposure, both long and short. Technical analysis is used to determine trade timing: enter and exit positions where extreme asymmetry exists from a risk/reward standpoint. Buckingham Global Advisors, LLCBuckingham Global Advisors Weekly E Mini Program and Small E Mini Program are short-term systematic E Mini Option Writing programs. The programs focuse on short duration derivatives - the option expires within 2-8 days, because the time decay is the greatest in those final days. It does this primarily by identifying the option strikes with best risk/reward ratio. Buckingham's Small E Mini program uses a similar strategy but is geared to the smaller investor. |
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Covenant Capital Management of TennesseeThe Hedged Equity Program is designed to outperform the S&P 500 on a total and risk adjusted basis. Furthermore, the program minimizes capital requirements. HEP combines a 1.8x leveraged position in the S&P 500 with a 1.8x leveraged allocation to volatility trades expected to profit during times of equity stress. Diamond Capital Management, LLCDiamond Capital Management’s Enhanced S&P Program is is designed to outperform the S&P 500 on a total and risk adjusted basis. Furthermore, the program minimizes capital requirements. HEP combines a 1.8x leveraged position in the S&P 500 with a 1.8x leveraged allocation to volatility trades expected to profit during times of equity stress. Park Avenue Recommended CTAs for QEPs Only Who qualifies as a QEP? Certain Commodity Trading Advisor (CTA) programs are available to qualified eligible persons (including Non-United States persons) as defined by CFTC Regulation 4.7 (QEPs). A Qualified Eligible Person must meet the following two requirements: First, the investor must be an accredited investor. The most common ways for this are to either have a net worth of $1,000,000 or more OR an annual income of $200,000 or more for the last two years OR, combined with a spouse, $300,000 per year for two years. Second, the investor must meet an additional portfolio requirement, which is having $2,000,000 in securities holdings OR $200,000 in margin on deposit with a Futures Commission Merchant OR a combination of the two (for example, $1,000,000 in securities and $100,000 in margin). Blue Bar Trading ManagementQEPs Only Blue Bar's U.S. Commodity Diversified Program seeks to achieve capital appreciation through the execution of outright long/short and spread strategies identified by technical and fundamental analysis to identify potentially low-risk trade opportunities. The trade execution methodology used for the program is based on a process that is approximately 60% systematic and 40% discretionary. This program trades a wide variety of U.S. commodity markets, including meats, grains, metals, energies, financial indices, bonds, currencies, and softs. Cayler Capital LLCQEPs Only The Systematic Energy Diversified Program comprises of 5 algorithms derived from the advisor's 10 years spent working at JP Morgan. The 5 algorithms focus on the movement of oil products around the world and forecasting future supply and demand. The program will trade futures and options on WTI, BRENT, Heating oil, and Gasoline. The algorithms look at the underlying fundamental data of each respective product and will identify trades within each product. The algorithms look at fundamental data in the energy markets. We are a very unique systematic strategy in that we don't use any technical analysis or standard price based indicators to identify opportunities Demeter Capital ManagementQEPs Only Demeter Capital Management's Livestock & Grain Trading Program attempts to generate profits through the Advisor's discretionary selection of futures and options trades in agricultural markets. Trades are selected on the basis of fundamental analysis, which is concerned with any factor that would affect the supply and demand, and therefore the price, of a given instrument.
Goldman Management, Inc.QEPs Only Goldman's Stock Index Futures Program uses quantitative analysis, hundreds of indicators and several dozen models are employed. Many of these indicators have been tested though market cycles dating back to the early 1900's and include both technical and fundamental analysis. Alignments in the groups of indicators at inflection points determine the direction and the potential magnitude of the outcome to stock prices. Categories in which these indicators fall into are numerous and although not exclusive are as follows: the stock market structure, momentum, overbought and oversold, market sentiment and contrarian tools, valuations, monetary environment and macro factors. Each of these categories has different forecasting values and timeliness. Combining groups of indicators into an overlay can enhance the reliability of a signal. The models and indicators are also used to identify in advance the market climate likely to be encountered, whether trending or range bound, enabling the principle objective of GMI which is to profit from all types of markets while using strict control measures to minimize risk. Analysis and research to improve systems and strategies is an ongoing process. There is also a veto power on the indicators and models, which may be implemented during unique circumstances to potentially reduce risk. QTS Capital Management, LLCQEPs Only QTS Tail Reaper Strategy is a fully automated, intraday trading strategy that profits from extreme (tail) movements in the US equity market index futures. It trades only E-mini S&P 500 index futures (ES). Rotella Capital ManagementQEPs Only Rotella's Qdeck Tactical Long-Biased Volatility Program ("Program") uses a rules- based systematic approach to trade volatility futures with an equity hedge. It is a combination of an opportunistic long-short system trading VIX futures contract hedged with E-Mini S&P 500 futures, an opportunistic long-short system trading VSTOXX futures hedged with Euro STOXX 50 futures, and long only positions in each of the assets. The first two systems explicitly exploit the relationship between volatility term structure and its future returns as a form of directional carry. This long-short exposure serves as a time decay hedge, while opportunistically capturing tail events. The final system attempts to measure volatility breakout conditions, and piles on long volatility exposure in such environments while maintaining an equity hedge. SinoPac Asset Management Asia LtdQEPs Only 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. |