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