Silicon Valley Quantitative Advisors

United States-flagUnited States Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 311607
Program Past 12 Months Oct YTD CAROR WDD AUM Min Inv Visits
Contrarian S&P500 Quantitative Program (CSQP) archived programs chart thumbnail -8.85 -32.49 $ 100k 4688
UQP Large chart thumbnail -8.11 -10.03 2.07 -37.21 $ 2.9M $ 500k 3484
UQP Small chart thumbnail -7.60 -6.64 13.32 -41.36 $ 937k $ 200k 2319
US Quantitative Portfolio (UQP) chart thumbnail -7.99 -9.26 10.68 -39.54 $ 3.8M $ 200k 14546

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

Dr. Marc E. Levitt is the sole proprietor of Silicon Valley Quantitative Advisors (SVQuant) and has ultimate responsibility for all trading decisions. He has over 20 years of experience in capital markets research covering commodities, futures, foreign exchange, and equities. He was an early researcher in high frequency modeling in the FX and energy markets and developed one of the first currency carry strategy indices – the Foreign Exchange Yield Investment Index (FXYI2) in 1998. FXYI2 was the subject of an article in the September 4, 2000 edition of the industry leading FX Week Newsletter. From September 1990 until July 1997 Dr. Levitt was with Sun Microsystems Inc. where he held senior technical and management responsibilities in both hardware in software areas. After leaving Sun Dr. Levitt formed the predecessor to Silicon Valley Quantitative Advisors to develop quantitative software for trading professionals working with firms such as DE Shaw (FX group) and ED&F Man (AHL group) amongst others. This software and research formed the basis of SVQuant’s technology. Prior to Sun Dr. Levitt was an integral part of a research group that formed the basis for The Prediction Company (Santa Fe, New Mexico) which was a proprietary trading firm under contract to UBS Warburg. Additionally, Levitt has held senior technical and management positions at two semiconductor start-ups Sonics Inc. and Transmeta Inc.; and was a Vice President and General Manager at Cadence Design Systems responsible for over 250 employees worldwide and $100MM in yearly revenue. Dr. Levitt holds a B.S. with High Honors in Computer Engineering from Lehigh University, M.S. and Ph.D.in Electrical Engineering from the University of Illinois, Urbana-Champaign. His PhD was awarded at age 24 by the first interdisciplinary thesis committee comprising members of the Electrical and Computer Engineering Department and the Graduate School of Business. Levitt has published numerous refereed papers in the fields of finance and engineering and book chapters including chapters in Decision Technologies for Financial Engineering (World Scientific Press, 1997) and Neural Networks in the Capital Markets (John Wiley & Sons, 1996). He has presented numerous research papers and lectured at conferences sponsored by Cambridge University, CalTech, BNP, Chase, and London Business School. Levitt has guest lectured at Stanford University in the Electrical Engineering Department, and holds 15 US patents.