Whitecove Capital

Australia-flagAustralia Type: Commodity Trading Advisor (CTA) Registrations: ASIC
Program Past 12 Months Oct YTD CAROR WDD AUM Min Inv Visits

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

Portfolio Manager

Stefan Chytra

CTA Introduction

Based in Sydney, Whitecove Capital manages the Cayman Islands based Whitehaven SPC Correlation fund. Whitecove employs five professionals, three focused on research and trading, one on operations and risk management and one on information technology.

Whitecove implements predefined quantitative strategies on global derivative markets. The fund trades futures and options on highly liquid equity, bond and currency markets. By efficiently entering trades frequently with low latency the fund aims to generate risk adjusted returns greater than two. Since inception the fund in AUD has generated a sharpe ratio of 3.4 and had one negative month.

Whitecove’s returns are derived from inefficiencies as systemic risks impacts global correlated markets. Whitecove’s edge comes from identifying these inefficiencies and understanding how these can be captured.