ALGORITHMIC ARBITRAGE

HEDGE FUND

WITH POSITIVE TRACK RECORD

+10% USD

+7.2% USD

+6.9% USD

+3.8% USD

2016

2017

2018

2019

Investment with a consistently high stable USD yield and a large Sharpe ratio

KEY ADVANTAGES

MARKET NEUTRAL

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.

TRACK RECORD

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.

LOW RISK

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.

INFRASTRUCTURE

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.

STRATEGY

PRINCIPLES

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.

SPOT-FUTURES
ARBITRAGE

ARBITRAGE ACROSS
INDICES FUTURES

CALENDAR
SPREADS

CROSS-EXCHANGE
ARBITRAGE

INDEX
ARBITRAGE

SYNTHETIC FUTURES
ARBITRAGE

STRATEGY
TRACK-RECORD