Dreiss Research Corporation Global Diversified Program *QEP*

Dreiss Research Corporation’s Global Diversified Program is based on the concepts and tools of fractal geometry as developed by founder and President Bill Dreiss. Fractal geometry, when applied to market analysis, subscribes to the theory that market prices exhibit persistent behavior. Mr. Dreiss has developed two proprietary methodologies based on these concepts, the Fractal Wave Algorithm, which is used to identify trends and key turning points, and the Choppiness Index, which is used to determine the degree of trendiness or choppiness in market prices. The system is highly diversified and very long-term in nature. Due to the long-term time horizon, the program can at times experience a relatively high degree of volatility.

Year or YTD Program SP500
2016 16.2 11.98
2015 5.17 1.41
2014 85.89 13.69
2013 18.27 32.41
2012 -35.66 15.98
2011 -3.78 2.12
2010 21.12 15.06
2009 -1.14 26.45
2008 140.62 -36.99
2007 1.16 5.5
2006 43.11 15.79
2005 31.12 4.89
2004 -8.98 10.87
2003 19.28 28.69
2002 22.4 -22.1
2001 -7.92 -11.88
2000 21.66 -9.09
1999 -0.4 21.04
1998 22.87 28.58
1997 -22.66 33.38
1996 26.84 22.96
1995 59.77 37.57
1994 38.08 1.32
1993 36.26 10.08
1992 -8.02 7.65
1991 7.54 13.65
Average 20.34 10.81
Manager Name: Dreiss Research Corporation
Address: 47 Colony Park Circle
City: Galveston
State: HI
Zip: 77551
Country: USA

Edward William Dreiss graduated from the Massachusetts Institute of Technology in 1964 with a Bachelor of Science in electrical engineering. In 1966 he received an MBA from Harvard Business School, with a concentration in Bayesian decision theory. He worked for several years after graduation in mathematical and financial modeling, specializing in game theory. During this time he became interested in commodity futures, using pattern recognition and Fourier analysis to explore the markets. In 1973, after five years of research into technical trading systems for commodities, he took a position with E.F. Hutton & Co. in San Francisco as a commodity broker. In 1975, he left to become a principal of and the chief trader for Commodity Consultants, Inc., one of the first firms to manage large amounts of risk capital using mechanical trading methods. In 1976, Mr. Dreiss established San Miguel Associates, of which he is President and sole shareholder. From 1976 to 1984, San Miguel Associates was an active Commodity Trading Advisor managing commodity accounts marketed through major brokerage firms. In 1984, Mr. Dreiss turned his attention to computer consulting and commercial software development, while continuing to trade commodities for his own account. Mr. Dreiss is one of the pioneers of the commodity managed account industry and is responsible for a number of technological innovations related to trading managed commodity accounts. He was the first Commodity Trading Advisor to balance diversified portfolios on the basis of expected risk per trade and originated the concept of trading a short term system only in the direction of the longer term trend. He has continued his research into innovative approaches to commodity trading, including original research on artificial intelligence and the development of an expert systems shell which uses a Holland classifier as the decision engine. He is currently involved in the refinement of trading methods based on his research on the application of fractal geometry to market analysis. This work has led to the development of mechanical systems based on pure pattern recognition and the formulation of the Choppiness Index, a unique indicator which attempts to distinguish orderly (trending) from choppy (consolidating) markets without regard to market direction.

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

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Contact us with your questions and we’ll provide you the answers, an objective opinion and links for additional information and/or verification.

Peter Knight Advisor
Asset Investment Management


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Asset Investment Management

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