Before being listed on our platform, every manager is thoroughly vetted and reviewed. We analyze, review, and identify manager strategies, abilities, and backgrounds, as well as relevant strengths and weaknesses. We only accept managers who meet our high standards for transparency and performance.
Our due diligence doesn’t stop once a manager is on the platform. We continue to monitor all of our managers to ensure that they stay within the established parameters of their investment strategy.
Investment Strategy Options - Individual Managers
Mean Reversion
Mean Reversion is an investment strategy based on the theory suggesting that prices and returns eventually move back towards the mean or average. This mean or average can be the historical average of the price or return or another relevant average such as the growth in the economy or the average return of an industry.
Trend Following
Trend following is an investment strategy based on the technical analysis of market prices, rather than on the fundamental strengths of the companies. In financial markets, traders and investors using a trend following strategy believe that prices tend to move upwards or downwards over time.
Discretionary
Discretionary Trading seeks to opportunistically participate in market-driven price actions. The final decision about trading is made at the discretion of the fund manager.
Global Macro Strategy is a hedge fund strategy that bases its holdings – such as long and short positions in various equity, fixed income, currency, and futures markets – primarily on overall economic and political views of various countries (macroeconomic principles).
Multi Strategy
Multi Strategy funds are characterized by their ability to dynamically allocate capital among strategies falling within several traditional hedge fund disciplines.
Short Term Technical
Short Term Technical is a strategy that managers use different pattern recognition models to try and predict price movements.
Options
Option Strategies are the simultaneous, and often mixed, buying or selling of one or more options that differ in one or more of the options’ variables. This is often done to gain exposure to a specific type of opportunity or risk while eliminating other risks as part of a trading strategy.
Manager Snapshot
As of 01/01/1970
| Manager | Monthly ROR | Annualized ROR | Compounded Annual Return | Annualized St. Dev. | Sharpe Ratio | Fees |
|---|
Additional Managers
Abraham Trading Co.
The Diversified Program’s trading methodology is a diversified, systematic approach blending long-term trend following, short-term trend following, short-term momentum and mean reversion strategies. Each strategy is further divided into sub-systems to facilitate smoother entries and exits. The program also implements filtering techniques in some strategies in an attempt to avoid trades with adverse risk/reward characteristics. While the filter’s goal is to capture profits, its selectiveness allows the system to enter markets only during periods when the risk/reward of a trade is heavily in the trade’s favor. The program trades across 59 futures markets; with an average allocation of roughly 50% to physical
commodity futures and 50% to financial futures.
ADG
The ADG Systematic Macro Fund employs a multi asset directional and relative value macro strategy. It seeks to deliver annualised returns of cash plus 10-12% net of fees whilst maintaining low correlation with traditional asset classes as well as with other hedge fund strategies, particularly over the long term and during tail events. The strategy is systematically implemented and is based on proprietary computer software, which through multi-factor analysis of macroeconomic and market variables, produces recommended portfolios and trades. The methodology makes use of theory based analysis of markets and advanced risk management techniques. Only liquid listed futures and FX forward contracts are used.
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Aspect Capital Limited
The Aspect Core Diversified Program (Core Diversified or the Program) applies a proprietary and systematic quantitative investment approach that seeks to identify and profit from trends in both rising and falling markets by taking either a long or short position in each given market. This objective is achieved through the use of medium-term trend following strategies, which are deployed in 69 highly liquid global financial and commodity futures markets. These markets are categorized into four separate asset classes: commodities, currencies, fixed income and stock indices. The Program aims to deliver pure momentum-based returns with a target annualized volatility level of 10%. By maintaining comparatively small exposure to any individual market and maintaining positions in a variety of markets, Aspect aims to achieve long-term diversification within the Program.
Buttonwood, LLC
Buttonwood’s Energy Diversified 1 (ED1) is a discretionary program that looks for opportunities in the energy markets using spread arbitrage and directional trading strategies. ED1 is technical in nature but regularly adjusts its approach to include fundamental inputs, depending on market conditions. The manager may employ quantitative analysis of pricing data to identify and exploit price movements in the energy markets. ED1 utilizes information and analysis generated by an in-house team of highly skilled analysts and by third party specialists to generate multi-tiered trade signals and strategies which it applies to its trading decisions.
Commonwealth Bank & Trust Company
Commonwealth Structured Alpha is a multi-manager systematic portfolio that provides investors with access to best-in-class niche global macro and managed futures managers at lower cost and higher efficiency than traditional fund-of-funds. The portfolio is designed to generate high single-digit returns over a market cycle, with zero to negative correlation to traditional portfolios. Commonwealth leverages the expertise of our Director of Alternative Investments, who has been allocating to this space for over a decade.
Coquest Advisors
Coquest Advisors is dedicated to identifying the most talented investment managers for the firm’s clients using a rigorous due diligence and analysis process that combines quantitative and qualitative techniques. This robust process presents select manager talent to an in‐house investment committee that reviews the managers and strategies to find the best in class. Unanimous approval is needed for any trading manager to join the stable of top managers, which then are used to develop customized portfolios for Coquest clients. Coquest Advisors also hosts and manages the CTA Challenge, a yearlong competition for commodity trading advisors.
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Doherty Advisors
The trading strategy is discretionary pure relative value (RV) / market neutral arbitrage. Essentially, it trades the shape of the volatility skews in the front two S&P 500 and US Treasury listed options, two of the most liquid markets in the world. The strategy is agnostic as to direction of both the underlying markets and volatility itself. One feature that separates it from other options strategies is that Doherty Advisors RV is a small payer of premium each month, though it remains slightly net short options on a notional basis. Generally, the net delta and gamma exposures are between +10% to -10% over 90% of the time. There is no basis or calendar risk involved.
Emil Van Essen
The Emil Van Essen Multi-Strategy Program (MSP) is an approximate 50/50 combination of the Spread Trading Program (STP) and the Long-Short Commodity Program (LSCP). STP seeks non-correlated alpha through the spread and relative value trading of exchange-listed futures and options that are primarily commodity contracts. Quantitative research and significant discretion are used in trade selection and execution. The LSCP is a short to medium-term systematic program with a discretionary overlay that trades outright positions on 13 exchange-listed commodity futures contracts. The program uses multiple trend models on both outright and calendar spread data and analytis to generate daily trade signals. The MSP is designed to generate returns that have a low to negative
correlation to most CTA and commodity programs.
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Fort Investment Management
Fort Global Contrarian Program is a systematic, trend-anticipating trading program that seeks to capitalize on medium to long-term trends. It trades a spectrum of futures contracts that include: interest rates, bonds, currencies, equity indices, energy, and metals in the global markets. Its typical holding period is between 2 and 8 weeks. Unlike trend-following programs that attempt to identify existing trends, Global Contrarian attempts to anticipate trends by identifying price behaviors that signal possible turning points. Global Contrarian is not a counter-trend program; it is designed to purchase as prices decline toward support levels and sell as prices rise toward resistance levels. Global Contrarian dynamically and systematically shifts risk allocations among asset classes and underlying parameter choices.
Greenwave Capital
Greenwave employs a discretionary global macro approach with an emphasis on G20 currencies. GCM incorporates a two step investment process. We begin with top down, macroeconomic analysis to determine the fundamental themes in which to engage. The goal is to identify the dominant drivers in the current market environment with a focus on central bank activity, political trends and geopolitical events. From this, GCM develops fundamental themes typically looking six to twelve months forward. In the second step, we employ a multi-layered quantitative process to identify the optimal timing and trade location at which to deploy risk in these themes. While themes are typically six to twelve months in duration, GCM will tactically trade around these core exposures. In addition, we will take shorter term tactical trades based purely on technical analysis when the opportunity presents itself.
Capital Goldman Management Inc.
The foundations of Goldman Management is the dynamic discovery, historical testing and rigorous assessment of market data. These are the central tools employed to uncover and implement predictive factors that impact equity market behavior. At the core of the investment process, the fund utilizes more than 300 indicators and dozens of models. This data is processed within a proprietary decision matrix and overlaid with a quantitative structure to provide a multi-dimensional view of the market. Investment decisions are expressed in the form of a discretionary, tactical trading strategy which gains U.S. equity market exposure through the use of futures in the S&P 500 and other domestic stock indexes.
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John Street Capital
The John Street Strategy pursues a systematic multi-model approach to trading, capturing market opportunities across a variety of markets and time horizons that complement and diversify each other. The aim is to have a diversified mix of return drivers in order to achieve consistent returns that are uncorrelated to traditional asset classes, and also differentiated to the crowded and trend-dominated CTA space.
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NuWave Investment Management
The Matrix Portfolio pursues a multi-model trend-based approach to investing across a diverse selection of liquid financial and commodities futures markets. The portfolio seeks to provide investors with superior, non-correlated returns through the systematic application of approximately 50 individual pattern-based trading models, which collectively provide exposure to short-, intermediate- and long-term trading opportunities. The underlying trading models are selected based upon their individual risk/return characteristics, as well as their ability to smooth/diversify overall portfolio returns. While each of the trading models trades the same set of broadly diversified markets (with approximately 65% of market exposure being derived from financial futures (such as stock indices, fixed income and currencies) and approximately 35% of market exposure being derived from commodity futures (such as energies, metals, grains, softs and meats), each is also differentiated by a unique trading style and time frame. The aggregate portfolio is therefore broadly diversified across markets, time horizons and trading styles.
ProfitScore Capital Management, Inc.
ProfitScore is a short term quantitative investment manager. We believe that Big Data Analytics can be used to exploit short term price moves across multiple asset classes. Our firm’s strength lies in our ability to examine multitudes of financial data stored in our Amazon Data Warehouse. From our data, we are able to build multiple robust models that are unique, independent, and specific to individual asset classes. On every 24 hour cycle, the cumulative output of the models determines whether a particular asset class should be held long, flat, or short.
The objective of our strategies is to deliver pure alpha (zero beta) relative to specific asset classes. In the case of the Long/Short US Treasury Program, the goal is to deliver pure alpha over a complete market cycle relative to the SocGen Short Term Traders Index as well as the Barclays Aggregate Bond Index.
The returns represent the actual trading results from DBselect adjusted to reflect pro forma annual management fees of 1.0% (1/12 of 1.0% monthly) based on month end net asset value and charged monthly plus a quarterly incentive fee of 25%.
Quantitative Investment Management (QIM)
The Global Program seeks to deliver strong risk-adjusted returns through the use of proprietary machine learning predictive techniques. The average trade length for the program is one to two weeks. The holding period for all trades typically ranges from 1 to 60 days. Since inception the program has had a low correlation to its benchmarks.
Quantitative currently employs numerous quantitative trading models that utilize pattern recognition to predict all types of price movements. All models are tested across massive data sets. Only those models that prove to be the most robust, statistically signifi cant and conceptually diverse are used in actual trading. The resultant system of models offers signals that guide market timing and trade allocation.
The Global Program universe contains over 60 distinct futures contracts. Contracts from this universe may be added or removed from active trading based on current research, liquidity or other factors. Each day’s risk allocation to each contract is based solely on liquidity and signal strength.
Quantica Capital
The investment philosophy centers around the belief that quality risk adjusted returns can be systematically exploited from liquid markets by analysing risk adjusted outperformance of one market versus other markets in the investment universe. The program is designed to identify and exploit inefficiencies in relative, risk-adjusted price movements across major asset classes by detecting global capital flows. Risk and price movements are statistically analyzed in order to determine if a market should be over- or underweighted versus a neutral portfolio. The program uses daily risk adjusted returns as sole data input and operates in real time. Overall exposure is self-regulated according to proprietary predefined risk parameters. When the program detects higher inefficiencies in markets it will adjust the exposure higher vs. a neutral portfolio, and vice-versa.
Quantmetrics Capital Management
The QM Multi Strategy Fund is an offshore hedge fund that trades a combination of two managed futures strategies offered by Quantmetrics – QM Premier and QM Directional weighted for a target volatility of 10%. It is designed to make money in all market environments, albeit more in a crisis, and is an excellent diversifier within a portfolio context.
Row Asset Management
The investment objective of the ROW Diversified Program is to seek to generate consistent long-term appreciation through active leveraged investing in global futures, forwards, and options markets. We utilize a quantitative approach to forecasting, portfolio construction, and risk management. The Program invests in currency, interest rate, energy, agriculture, metal, and equity index instruments. We achieve style diversification by using a combination of Carry, Trend, Fair Value, Pattern Recognition, Volatility, Sentiment, and Mean Reversion models.
Three Rock Capital Management
Three Rock Capital Management Limited is a discretionary global macro manager based in Dublin, Ireland. The firm is authorised to operate as an Alternative Investment Fund Manager by the Central Bank of Ireland, is registered as a CTA (Commodity Trading Advisor) with the CFTC and is a member firm of the National Futures Association in the US.
The firm trades managed accounts through its Global Macro Program. The program has a track record dating back to January 2009.
Three Rock Capital Management Limited exclusively offers its program to Qualified Eligible Persons as per CFTC Regulation 4.7 in the USA, and Professional Investors as per EU Directive 2004/39/EC in Europe. We do not offer our services to Retail Investors.
Welton Investment Partners
GDP was conceived to provide investors with a source of non-correlated returns and long-term capital appreciation by capitalizing on the full range of investment opportunities available in the global futures and FX markets. GDP does this by employing a broadly diversified portfolio architecture that spans multiple asset classes, strategy types, holding periods and directionality (i.e., taking either long or short positions). To accomplish its goals GDP today trades 24 unique and diverse strategies, each attempting to capture a specific recurrent market phenomena generated by behavioral inefficiencies amongst capital market participants. These inefficiencies include, but are not limited to, under-anticipated price shifts from a variety of recurrent global macroeconomic themes, carry differentials, structural financing premiums within and across markets, and the exploitation of a variety of short- and long-term statistical probabilities, among others. Strategies are then systematically combined through a top-down Multi-Asset Class Correlation and Risk Optimization (MACRO) allocation framework to achieve GDP’s clear objectives over the long-term. This system was specifically designed to target maximum diversification to complement GDP’s momentum / trend following core, and embeds risk management at multiple layers within the portfolio for a stable portfolio risk profile over time. By maintaining these core design principles, an unwavering focus, and a process of continuous improvement, Welton hopes to ensure that GDP will continue to deliver the dual traits of alpha plus portfolio-enhancing diversification that investors value.
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Important Disclaimer: Gemini Alternative Funds, LLC, the Sponsor of Galaxy Plus Fund, LLC has not independently verified the accuracy of the information provided by the trading manager, nor do they recommend any of the trading managers or the strategies featured on this site or offered on the Galaxy Plus Platform.