I’m looking for a home for my quant strategy.
It has been traded with $40,000,000 over the last 7 months but needs to grow.
Out-of-sample results for last 11 months are:
Annual return: +24.8%
Max DD: -2.6%
Sharpe: 5.6
Strategy primarily trades Bonds, Bunds, SP, Stoxx futures and is scalable to $200 million without worrying too much about execution.
An overview is here: Vertical Solutions Strategy
–h
Henry Carstens
503-701-5741