The Global Alpha Strategy trades futures, options and spreads on Equity Indices, FX, Volatility, and Fixed income. A proprietary portfolio optimization engine is used to compute an optimal portfolio with predefined risk and return characteristics. The optimizer is targeting pure Alpha by focusing on the tail of the drawdown distribution. Strategies implemented include e.g. spread trading of large cap vs. small cap, emerging markets vs. developed markets, value vs. growth, option spreads, fixed income vs. equities, etc. The strategy is fully systematic and market neutral. Risk imbalances are neutralized by re-optimizing the book.
| Year or YTD |
Program |
SP500 TR |
| 2016 |
10.63 |
11.98 |
| 2015 |
-5.39 |
1.41 |
| 2014 |
22.35 |
13.69 |
| 2013 |
6.85 |
32.41 |
| 2012 |
-5.71 |
15.98 |
| 2011 |
8.15 |
2.12 |
| 2010 |
7.13 |
15.06 |
| 2009 |
6.81 |
26.45 |
| 2008 |
22.58 |
-36.99 |
| 2007 |
18.35 |
5.50 |
| 2006 |
32.67 |
15.79 |
| 2005 |
21.26 |
4.89 |
| 2004 |
17.29 |
10.87 |
| 2003 |
17.41 |
34.17 |
| Stock Indexes |
Yes |
| Interest Rates |
25% |
| Forex |
Yes |
| Systematic |
100% |
| Quantitative Analysis |
100% |
| Volatility Trading |
Yes |
| United States |
50% |
| Europe |
50% |
| Medium Term |
50% |
| Short Term |
50% |
| Managed Account Minimum: |
$10,000,000 |
| Margin / Equity Ratio: |
5% |
| Managed Account Availability: |
Open |
| Manager Name: |
Salus Alpha Capital GmbH |
| Address: |
Wegacker 42 |
| City: |
Mauren |
| State: |
|
| Zip: |
9493 |
| Country: |
Lichtenstein |
| Name: |
Oliver Prock |
| Position: |
Chief Executive Officer |
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- 5,000+ Hedge Funds / UCITS Funds / Funds of Funds/Futures Advisors
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- 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.
Regards,
Peter Knight Advisor
Asset Investment Management
