Gap Partners LLC : Gap

Summary

Operating during US markets hours and holding no overnight positions, Gap’s computer-based models closely monitor market activity and automatically execute trades at statistically optimal points. The system’s models are optimized to do well in both trending and trading markets and are designed specifically not to be trend dependent; replicating traders’ behavioral patterns in the market through both long and short positions.

Investment Strategy

Gap’s strategies are highly selective and disciplined, acting on relatively few trades, with the objectives of riding winning trades while quickly exiting losing trades. The program incorporates dynamic money management techniques which include systematic profit-taking and stop losses when pre-set levels are achieved and also automated position sizing.

Risk Management

Risk Management features include: - Each trade has a pre-defined level of risk; position management and trading rules used by the system prescribe that a pre-set percent of equity (e.g. 1%) is risked on any given trade. - Trailing stops are used with the intent to exit losing trades quickly and to capture profitable trades at optimal points. - Amount of capital deployed based on liquidity and volatility. - Gap’s systems currently close all positions by end of session in an effort to reduce risk.