Minimum Investment
$ 1,000,000
Management Fee 0.00%
Performance Fee 30.00%

Summary

The Klassik Strategy trades via managed accounts and the Amplitude Trading Strategies Fund Limited (the ''Fund''). Instruments include liquid exchange traded futures across all asset classes: equities, FX, fixed income and commodities. This strategy utilizes a systematic and fully automated directional program which uses extensive quantitative analysis of real time price data and sophisticated portfolio methodology to detect short term market trends on multiple time frames. The strategy incorporates a small mean reversion component and some pattern recognition. Execution is entirely electronic. Execution costs and slippage are closely monitored. The risk management function is also monitored real-time and is fully automated. Currently, 73 markets are traded, with each instrument independently analyzed. The average holding period is 5 days.