NovoDyn Advisors LLC

NDC Mean Reversion FT - A

Minimum Investment
Management Fee 2.00%
Performance Fee 20.00%


Description of the Trading System.
NDC Mean Reversion FT applies Fourier Transform signal processing to multiple US futures contracts. The strategy’s technology identifies short term price waves. NDC utilizes transforms to resolve the amplitude and frequency of these waves, removing white noise (random walk). Mean reversion and inverse mean reversion are employed. Mean reversion is a theory by which prices at amplitude crests and troughs tend to revert to the wave’s mean. Positions are of short duration (average 2 days). The strategy supports a very low margin to nominal funding ratio (target average 8%, target maximum 16%). The program attempts to achieve its objective and portfolio diversification through the speculative trading of U.S. regulated futures contracts. By diversifying across a wide array of markets, NDA attempts to diminish the importance of any one position in the portfolio. Entry and exit decisions are program controlled and automated.

NDC Mean Reversion FT – A Program Strategy:
Program is designed for nominal funding increments of approximately $100,000. The program typically invests in markets with low to medium margin requirements such as Softs, Financials (typically S&P mini), Meats, a Metal (typically Platinum), Interests (30 Year Treasury Bond) and an Agriculture (Wheat) but during periods in which the algorithm cannot resolve (and therefore, cannot enter) a sufficient number of markets, other markets may be employed. One contact per signal, per unit is traded.