AI1 CTA Euro Invest

Luxembourg-flagLuxembourg Type: Commodity Trading Advisor (CTA) Registrations: CSSF
Program Past 12 Months Dec 2020 CAROR WDD AUM Min Inv Visits
AI1 CTA Euro Invest archived programs N/A 3.03 -23.80 € 125k 5693

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Portfolio Manager

Mag. Dipl.-Ing. Franz Wanowits

CTA Introduction

he proprietary trading system was developed by Mag. Dipl.Ing. Franz Wanovits and Dr. Johannes Fritz.

Franz Wanovits holds a masters degree in Business Administration from the University of Economics, Vienna, and a second masters degree in Mechanical Engineering from the Technical University, Vienna. He has more than 25 years of trading experience and is an expert in quantitative time series analysis. Since 1997 he has served as a member of the Executive Board of Euro Invest Bank AG, Vienna.

Johannes Fritz holds a graduate degree and a Ph.D. from Vienna University of economics and business administration. He also holds an undergraduate degree in electronic and communication engineering. After four years of working as system analyst and programmer in two mayor computer companies he started to develop the trading system. In 1994 he joined an offshore private pool as trading system developer (futures, options and stocks). Since 2003 he is working exclusively for Euro Invest Bank AG and is responsible for financial engineering, risk control, trading system development and portfolio management, as well as for the general financial market research.

Over the past decades the team has developed proprietary trading systems utilizing mathematical algorithms derived from advanced statistical analysis of historical market data. These dynamic, continuously evolving and quantitative systems are designed to perform in a wide spectrum of market conditions. The system is fundamentally the same system since 1989. There is a continuing fine-tuning process going on where the system parameters are constantly monitored and if necessary adapted. The primary target is high performance in every market situation with absolute returns based on proprietary technology as a factor for success. A minimum investment period of three years is highly recommended. The fully automated trading system operates independently in over 60 liquid markets worldwide. The system is a 4th generation advanced trend following system with differing time horizons, i.e., short-, medium- and long-term. The system differs not only by duration of trades, but also by the frequency of trading signals. This results in optimal exploitation of price movements for profit in both directions in a multitude of future markets. The system is automated to generate buy and sell orders according to a number of quantitative indicators within the constraints of predefined risk parameters. The system is equipped with a permanent and automated risk management and control framework. Diligent and successful money management balances between risk and reward with an emphasis on broad diversification over a large number of markets.