WITH POSITIVE TRACK RECORD
Investment with a consistently high stable USD yield and a large Sharpe ratio
The fund algorithms are 100% market neutral with only fully hedged arbitrage positions taken. The strategies have close to zero correlation with the stock market.
The strategy has 6-year positive track record: 3 on brokerage account + 3 as a fund. The fund shows the best results
on high volatility, which is typical for the periods of sharp market falls.
Arbitrage positions are free from the risk of market losses implied by directional positions, as in traditional Long only or Short only strategies. Multi-level risk-management system is in place.
The algorithmic arbitrage hedge fund is set up on ITI Funds platform in 2016. ITI Funds acts as a third party independent supervisor protecting interests of investors.
The fund is in TOP-50 of Sortino and Sharpe index ratings according to Bloomberg statistics of algorithmic multi-strategy funds.
Implementation of arbitrage opportunities through the use of pricing inefﬁciencies of liquid ﬁnancial assets in different markets. The fund strategies are 100% market-neutral with only fully hedged arbitrage positions taken.