Paskewitz Asset Management LLC

United States-flagUnited States Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 0357257
Program Past 12 Months Aug YTD CAROR WDD AUM Min Inv Visits
Contrarian S&P Stock Index chart thumbnail -0.12 3.44 8.68 -19.23 $ 47.0M $ 500k 26464
Contrarian S&P Stock Index LF chart thumbnail 2.31 -0.33 -18.47 $ 500k 2980
Global Contrarian Stock Index chart thumbnail 0.55 1.47 -8.73 -23.87 $ 20.0M $ 1,000k 2748
Multi-strategy Futures Program chart thumbnail -1.37 0.79 -3.23 -39.95 $ 16.0M $ 3,000k 13550

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

Paskewitz Asset Management LLC implements a contrarian trading strategy that looks to buy into oversold markets and sell into overbought markets on a short-term basis. We use a fully-systematic program that employs three separate models which forecast short and intermediate term tops and bottoms in the S&P 500 index.

Portfolio Manager Biography:

Bradford Paskewitz has been developing and trading quantitative trading strategies since 1987, with a primary focus on the futures and equity markets. He has done this work at such firms as Banque Indosuez, Lehman Brothers, Credit Suisse, Schonfeld Securities and Bear Wagner. He now runs Paskewitz Asset Management (PAM) where strategy R&D is on-going focus. Over the entire course of a twenty year career in finance, he has focused on the problem of market price forecasting and has continually kept abreast of technological forecasting methods and techniques as they emerge, with the goal of remaining at the frontier of forecasting technology and implementation. His proprietary quantitative research infrastructure enables his strategy development process so that it can be leveraged to both U.S. and foreign futures and equity markets. PAM has been a registered CTA since January 2007 and Bradford Paskewitz is an Associated Person and Principal of PAM. Since 2003 he has also been CEO of Qualsolutions Inc., and later Quant Financial Consulting Inc. (QFC), which provide R&D and technical consulting services to PAM and outside clients. QFC has foreign teams located in Beijing and Zhengzhou China, and provides financial market consulting services using their select team of Chinese quants and programmers. From 1982-87, he worked as Director of R&D, at Electro-Catheter Corporation on an artificial heart project. He began his career at General Electric, with the Re-entry Systems Division conducting missile radar signal processing R&D (1980-82). His education includes a BS Electrical Engineering/Computer Science from Princeton University and an MS in Systems Engineering from the University of Pennsylvania.