Finalyze Capital LLC

United States-flagUnited States Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 0531772
Program Past 12 Months Feb YTD CAROR WDD AUM Min Inv Visits
Institutional Program chart thumbnail 1.29 11.34 -14.31 $ 14.9M $ 2,500k 110
Retail Program chart thumbnail 2.63 17.29 -14.10 $ 1.4M $ 500k 96

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

Joe Fennessey

CTA Introduction

Finalyze Capital is a fully systematic and automated quantitative CTA based in Chicago. We aspire to consistently beat the market without exposure to the market, and with no correlation to other CTA’s, so that our returns are purely Alpha. Our edge lies in our advanced statistical analysis and superior research methodology.

We start with the assumption of perfectly efficient markets, and only conclude the existence of an inefficiency when the data strongly rejects this efficiency assumption. We’ve built an Alpha factory, an assembly-line style process for systematically testing trading strategy ideas. Inefficiencies do exist, and we have created the tools to find them. Through our partnership with Maroon Capital, the University of Chicago’s top quant finance club, we have access to more than a dozen interns each year. They find trading strategy ideas and code them up, then we run them through our scalable backtesting infrastructure.

Our primary trading strategy is our short-term mean reversion strategy. Our research shows that there tends to be at least a small reversion following a large price swing. We’ll enter opposite the direction of the move and look for a small reversion, with an average holding period of about one day. We trade the strategy across the 20 most liquid futures markets. This strategy was an original idea, not coming from any academic paper, so we believe the Alpha is safe from decay.

We’re also trading four other uncorrelated quantitative trading strategies. Finalyze’s long-term vision is to grow into a multi-strategy quant fund, trading dozens of strategies for maximal diversification, and putting us in the best position to profit in any market environment.