TITIAN Global Investments LLP : TITIAN Pattern Recognition Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Apr Performance 2.66% Min Investment $ 2,500k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 6.73% Sharpe (RFR=1%) 0.92 CAROR 7.21% Assets $ 16.0M Worst DD -5.13 S&P Correlation 0.31 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page Growth of 1,000 - VAMI Monthly Performance Export Data Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Period Returns Program / Index Apr Qtr YTD 1yr 3yr 5yr 10yr Since5/2009 TITIAN Pattern Recognition Program 2.66 - - - - - 2.66 14.93 S&P 500 2.85 - - - - - 9.14 341.65 +/- S&P 500 -0.19 - - - - - -6.48 -326.72 Strategy Description SummaryTITIAN Global Investments is a technology and trading firm that develops and utilizes artificial intelligence, machine learning based technologies for predicting the short term (24 hour) behavior of prices.... Read More Account & Fees Type Managed Account Minimum Investment $ 2,500k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 3000 RT/YR/$M Avg. Margin-to-Equity 6% Targeted Worst DD -7.50% Worst Peak-to-Trough 12.50% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Pattern Recognition 100.00% Composition SummaryTITIAN Global Investments is a technology and trading firm that develops and utilizes artificial intelligence, machine learning based technologies for predicting the short term (24 hour) behavior of prices.Investment StrategyThe TITIAN Pattern Recognition Program (TPRP) trades 21 of the most liquid global futures markets in bonds, currencies, equities and commodities. Each market is traded independently by a separate set of 20 systems with a 24 hour trading horizon. The TPRP is 100% systematic. All positions are implemented via exchange traded financial and commodity futures. The execution is 100% electronic. The Program does not rely on favourable conditions in any particular market or on any large or established trend as its systems zoom in on frequent, short-term market movements. The systems are fully self-learning and auto-adaptive: every day our systems self-generate 50,000 new predictive algorithms, together with a unique combination of data inputs and system parameters, based on their assessment of the evolving characteristics of each underlying market. Every day the program utilizes 440 new predictive daily algorithms (20 for each market) from the set of 50,000 new, self-generated algorithms. The Program is available as a managed account or as an offshore fund.Risk ManagementOur risk management strategy is undertaken at both trading system level and at portfolio/program level. At the system level, all the systems have been tested on over 20 years of daily data (over 2 million trading signals) and 24 months of live trading (200,000 trading signals). Each market is traded independently by a specific set of systems. This minimizes the risk of program failure and results in very low intra-program correlation, even between systems trading highly correlated assets. Our systems are truly self-learning and adaptive, as they are able to alter their own internal structure every 24 hours as a function of the changes in market behavior they observe, resulting in very low system degradation and curve-fitting risk. At the portfolio/program level, the TPRP is diversified across 4 asset classes, 21 highly liquid markets traded at different times over 24 hours and 440 daily trading strategies which are self-generated every day. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year. Drawdown Report Depth Length (Mos.) Recovery (Mos.) Peak Valley -5.13 9 3 9/1/2009 6/1/2010 -3.94 1 3 10/1/2010 11/1/2010 -0.95 1 1 2/1/2011 3/1/2011 -0.62 1 1 6/1/2009 7/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 10.16 4 7/1/2010 10/1/2010 7.89 3 12/1/2010 2/1/2011 3.26 2 8/1/2009 9/1/2009 2.66 1 4/1/2011 4/1/2011 1.69 2 5/1/2009 6/1/2009 0.88 2 11/1/2009 12/1/2009 0.52 1 5/1/2010 5/1/2010 0.25 1 3/1/2010 3/1/2010 Show More Consecutive Losses Run-up Length (Mos.) Start End -3.94 1 11/1/2010 11/1/2010 -2.54 2 1/1/2010 2/1/2010 -2.43 1 6/1/2010 6/1/2010 -1.19 1 10/1/2009 10/1/2009 -0.95 1 3/1/2011 3/1/2011 -0.68 1 4/1/2010 4/1/2010 -0.62 1 7/1/2009 7/1/2009 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods24.0022.0019.0013.007.00 Percent Profitable66.6763.6468.4284.62100.00 Average Period Return0.601.682.594.177.85 Average Gain1.673.394.975.217.85 Average Loss-1.55-1.32-2.55-1.57 Best Period4.118.698.5313.8611.46 Worst Period-3.94-2.59-4.82-2.654.38 Standard Deviation1.943.444.174.942.50 Gain Standard Deviation1.223.142.494.612.50 Loss Standard Deviation1.161.021.211.52 Sharpe Ratio (1%)0.270.420.500.642.54 Average Gain / Average Loss1.082.571.953.32 Profit / Loss Ratio2.164.504.2218.28 Downside Deviation (10%)1.291.682.893.441.48 Downside Deviation (5%)1.131.111.821.09 Downside Deviation (0%)1.090.981.560.75 Sortino Ratio (10%)0.150.270.04-0.240.18 Sortino Ratio (5%)0.461.291.152.90 Sortino Ratio (0%)0.551.711.665.59 Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. 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