VST Capital Management, LLC : VST CQR Program

Summary

The VST CQR program employs multiple systematic strategies to detect market anomalies and high probability trading opportunities. Market neutral pairs trading are primarily used to express market positions. VST utilizes cutting edge technology and a unique modeling and trading perspective based on Mr. Singh’s background in Theoretical Statistics and years as a proprietary trader. All facets of the statistical models, risk management, and trading allocation are automated or proceduralized. The trading is therefore systematic. However, statistical modeling and probability calculating are not entirely efficient, cannot predict with certainty, and are in state of constant change. Based on this, VST feels our trading is optimally done as both science and art, or, written another way, both systematic (95%) and discretionary (5%).

Investment Strategy

• VST CQR Program
• 95% Systematic
• Overall market neutral strategy
• Disciplined risk management and focus on volatility target (5%-10%)
• Short-term and medium-term trade durations
• Primary trades domestic markets

Risk Management

The Program is created to have the potential to profit in many different market environments. A unique and well founded blend of reversion to mean (statistical arbitrage and relative value) and momentum (trend following and regime switch) strategies are utilized. A natural result of combining a wide variety of systems applied to broad spectrum of markets with a discretionary filter leads to returns that are not correlated to traditional and alternative assets.