Global Domain Partners, LLC : Global Domain Vector Fund - Series A

Summary

The goal of Series A is to construct a diversified portfolio with minimal correlation to equity and fixed income markets, while maximizing returns given a stable volatility. It aims to improve the risk adjusted returns of any diversified asset portfolio. Additionally, Sigma strives to achieve these goals by basing trading decisions exclusively on the output of mathematical algorithms, eliminating any subjectivity from the daily process. To accomplish this, it converts ideas like "diversified portfolio" and "minimal correlation" into quantitative statements and optimization procedures that can be explicitly (back-) tested and simulated. The result is a unique quantitative fund with roughly 0 historical correlation to equity and fixed income benchmarks while producing consistently positive net excess returns (above 3 month t-bills) with stable volatility. In addition, the unique strategy offered by Series A demonstrates a low correlation to the managed futures asset class. The transparent strategy offers both a fund structure as well as separate accounts which can provide up to daily liqudity.

Investment Strategy

The Global Domain Vector Fund Series A is a systematic medium-term signal generating strategy that trades FX, Equity Indices and Commodities market sectors using futures contracts. The Strategy uses a combination of over 1,500 indicators and 500 proprietary indicators from which multiple models are generated each day, with a limited life span, to collectively produce a buy or sell decision for each market traded. This allows the Strategy to adapt and respond to constantly changing market environments.