Shaffer Asset Management


Minimum Investment
Management Fee 0.00%
Performance Fee 0.00%
Annualized Volatility 0.00%
Sharpe (RFR=1%) 0.00


-THE SAM DIVERSIFIED-II PROGRAM is a fully mechanical and non-emotional computerized system. It utilizes proprietary trading strategies beginning with extensive, rigorous and quantitative studies of large databases of historical prices of physical and financial commodity futures. Historical data is continuously applied to current market situations. The system analyzes the historical data based on statistical probability functions. The system reviews exit points for optimal risk-reward parameters and generates new orders daily to adjust to changing market conditions. Margin requirements, market volatility analysis and money management rules are used to limit drawdowns and preserve capital. Currently, the program trades 30 different commodity futures which include agricultural, currencies, energies, foods & fibers, interest rates and metals. BIO Daniel S. Shaffer is the managing principal and head trader of SAM. He began his career in 1983 trading for his own account as a floor trader on the New York Futures Exchange (NYFE). Mr. Shaffer left the floor and joined Bear Stearns and traded commodity futures. Thereafter, he joined Coopers & Lybrand and consulted Wall Street firms while obtaining his Masters Degree in Accounting from New York University. He then returned to Bear Stearns and later joined Hambrecht & Quist. In 1989, Mr. Shaffer became an independent Financial Planner and Money Manager. He obtained his Certified Public Accounting (CPA) designation in 1989 and his Chartered Financial Consultant (ChFC) designation in 1992 from The American College. Mr. Shaffer received his Bachelors Degree in Speech Communications from Syracuse University in 1983. In 1991, Mr. Shaffer began the development of computerized trading systems based on price and time parameters to quantify psychology of the markets. In 1999, he began trading individual managed commodity accounts under his firm, Shaffer Asset Management, which is registered as a CTA and CPO.