L/S STOCK TRADER
Description
The Equity Long-Short strategy uses a quantitative model to introduce market orders, both entry and exits. The model looks for divergencies between stock price and its current volatility, closing the position when the Price-volatility gap is closed.
The strategy is designed to obtain a better return on risk than S&P500 index and the risk management is focused on obtaining a lower drawdown and volatility than index.
The model trades only Large Cap stocks, with high liquidity and without escalability problems. Thanks to the high liquidity, market orders are filled without market impact and at the best market prices.
Performance Summary
Monthly Returns (net of commission & slippage)
*Returns are calculated net of commission and slippage, assuming a constant $100,000 of investment capital.
Advantages of the Strategy
Exceptional Returns
The strategy has produced a compound average rate of return of 22% (gross) per year since 2015.
Outperformance
The strategy has beaten the benchmark S&P500 index by an average of 13% a year since inception.
Lower Risk
The strategy has lower drawdown -5.35% (vs -14.35%) and 99% Value-at-Risk -3.17% (vs -6.26%) than the benchmark.
Use Any Broker
Or open a new account at any of our supported brokers.
Fully Automated
All trades can be executed automatically in your trading account. But you remain in full control of the account.
Monthly Subscription
You can unsubscribe at any time.
SYSTEMATIC STRATEGIES LLC
Systematic Strategies is an alternative investments firm utilizing quantitative modeling techniques to develop profitable trading strategies for deployment into global markets. Systematic Strategies seeks qualified investors as defined in Regulation D of the Securities Act of 1933. For information please contact us at info@ systematic-strategies.com or visit www.systematic-strategies.com.
RISK DISCLOSURE
This web site and the information contained herein is not and must not be construed as an offer to sell securities. Certain statements included in this web site, including, without limitation, statements regarding investment goals, strategies, and statements as to the manager’s expectations or opinions are forward-looking statements within the meaning of Section 27A of the Securities Act of 1933 (the “Securities Act”) and Section 21E of the Securities Exchange Act of 1944 (the “Exchange Act”) and are subject to risks and uncertainties. The factors discussed herein could cause actual results and development to be materially different from those expressed in or implied by such forward-looking statements. Accordingly, the information in this web site cannot be construed as to be guaranteed.
