Ebisu Portfolio Management

Diversified Program

Minimum Investment
Management Fee 0.00%
Performance Fee 0.00%


-Ebisu Portfolio Management Pty Ltd has been a member of the NFA since August 2000. It was granted a Futures Brokers License from the Australian Securities and Investments Commission in 2001. It is a limited liability company registered in Sydney, Australia. Ebisu Portfolio Management Pty Ltd seeks to produce low correlation alpha by trading a sector diversified concentrated portfolio of futures markets using a systematic, computer based approach: System Highlights: - Short term trend following system (7-25 days) - System trades utilizing a single set of parameters (price breakout levels calculated using proprietary formulae) - No curve fitting & no optimization - Stop loss and trade exit levels calculated using proprietary formulae. - Concentrated portfolio: 16 futures markets (covering Interest Rates, Currencies, Energies & Commodities) - Volatility adjusted sector risk analysis determines market selection. - Trading is on a flat allocation basis; volatility is managed on a sector basis - Alpha is produced evenly among sectors ensuring no one major sector event (outlier) is needed to generate performance. - Emphasis placed on system research and money management Greg Mulcahy, B.Comm (NZ), is the principal of the Company and has 20 years of experience trading financial markets in New Zealand, Australia and Japan. Greg is a member of the MFA.