GOLDENWATER CAPITAL LTD

British Virgin Islands-flagBritish Virgin Islands Type: Commodity Trading Advisor (CTA) Registrations: FSC ID: 1540871
Program Past 12 Months Oct YTD CAROR WDD AUM Min Inv Visits
GOLDENWATER FUND LTD archived programs chart thumbnail 5.34 -12.34 $ 150k 6591

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

CTA Introduction

GoldenWater Fund is a quantitative absolute return hedge fund which mainly deploys short-term Volatility approach on Managed Futures Systematic Investment Strategies Investment Objective is to achieve superior risk adjusted returns via a diversified set of strategies with little or no correlation to traditional or alternative asset classes, designed to benefit especially from increased volatility market conditions Based on the historical simulated monthly data the Monthly Return spans from -2.0% up to +3.9% under a confidence level of 95% (results are derived by probabilistic approach with no normality assumption regarding the returns) Our Investment Model: Trades automated futures strategies in diversified, liquid financial instruments across the Metals, Energy, Agricultural, Softs, Currency and Financial Markets executed through US and European exchanges Consists of 35-80 strategies employed automatically by our risk model. The portfolio is re-balanced every month following an procedure that aims to an acceptable mean-variance ratio (efficient frontier) Is based on technical systems and mathematical models and deploys proprietary trading systems that generate automated trades Employs strategies that take advantage of a sharp volatility increase, thus delivering superior results in markets that traditional portfolios may be less efficient Is applied in multiple time frames varying from 30 minutes to daily frequencies and deploys mainly small time frames to identify minor trends in the market and capitalise from short term moves