Flyberry Capital, LLC

Systematic Big Data Program

Year-to-Date
N/A
Minimum Investment
$ 2,000,000
Management Fee 0.00%
Performance Fee 30.00%
Annualized Volatility 5.26%
Sharpe (RFR=1%) 0.42
CAROR
Assets $3,000,000
Worst Drawdown -3.89
S&P Correlation -0.33

Summary

Flyberry's big data program is systematic, quantitative managed futures program that exploits short-term price moves in response to high-impact information shocks as manifested in news and events. Nearly 60 trading models are in production. The current portfolio comprises 18 well regulated, highly liquid exchange traded futures encompassing 5 market sectors.