ALGORITHMIC ARBITRAGE
HEDGE FUND
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.
STRATEGY
PRINCIPLES
The fund strategies are 100% market neutral with only fully hedged arbitrage positions taken. Arbitrage positions are free from the risk of market losses implied by directional positions, as in traditional Long only or Short only strategies. Alteus strategies have low correlation with the stock market and show the best results on high volatility, which is typical for the periods of sharp market falls.