Deep Field Capital AG

Active Intraday Momentum (AIM) Program

Minimum Investment
$ 1,000,000
Management Fee 1.00%
Performance Fee 25.00%

Summary

AIM is a pure intraday momentum program, trading global equity indices. Trading starts with HSI 50 futures in the Asian session in Hong Kong, and continuous with the DAX 30 in the European session before the S&P 500 covers the American time zone. AIM is designed to benefit from increases in intraday volatility, providing a pronounced long volatility, positively skewed return profile. It generates pure alpha with strong hedging capabilities in times of crisis without the usual cost of an insurance premium. AIM is extremely capital efficient by trading only intraday and closing out all positions by the end of the trading day. It can be implemented on top of any portfolio without additional capital requirements.