Financial Engineering and High Frequency Trading have combined to create a completely different trading arena in virtually everything publicly traded such as stocks, bonds, foreign exchange and commodities. This program uses aspects of both to engage in arbitrage and spread trading in the international energy markets. Specifically energy futures contracts listed on The International Commodity Exchange known as ICE and energy futures contracts listed on NYMEX will be traded in this program. Since the program utilizes arbitrage and spread techniques it is always long contracts and short similar contracts on the same or other exchange. There may be a fractional amount of a contract net long or short due to rounding because the contract sizes on the two exchanges are not an equal match.
| Year or YTD |
Program |
SP500 TR |
| 2016 |
-9.75 |
11.98 |
| 2015 |
17.65 |
1.41 |
| 2014 |
19.61 |
13.69 |
| 2013 |
-0.49 |
17.44 |
| Average |
6.76 |
11.13 |
| Fundamental Analysis |
Yes |
| Systematic |
65% |
| Discretionary |
35% |
| Quantitative Analysis |
Yes |
| Arbitrage |
Yes |
| United States |
Yes |
| Europe |
Yes |
| Medium Term |
Yes |
| Short Term |
Yes |
| Intra-Week |
Yes |
| Intra-Day |
Yes |
| Managed Account Minimum: |
$1,000,000 |
| Margin / Equity Ratio: |
5% |
| Managed Account Availability: |
Open |
| Manager Name: |
Advanced Arbitrage Concepts |
| Address: |
2010 MONTEGo CT |
| City: |
Oldsmar |
| State: |
FL |
| Zip: |
34677 |
| Country: |
|
| Name: |
Hendrik Steenhuysen |
| Position: |
Principal |
Registering here provides access to
- 5,000+ Hedge Funds / UCITS Funds / Funds of Funds/Futures Advisors
- On-demand updates of monthly returns life of program
- Information on holdings, performance, assets and fees
- Direct email addresses, key principals and in-depth biographies
Your personal information will never be released to a third party.
Contact us with your questions and we’ll provide you the answers, an objective opinion and links for additional information and/or verification.
Regards,
Peter Knight Advisor
Asset Investment Management
