Roy Fund, The

Systematic Equity Indices Large-Cap

Minimum Investment
Management Fee 0.00%
Performance Fee 0.00%


-Trading Description: The SYSTEMATIC EQUITY INDICES LARGE-CAP PROGRAM looks at anomalies between the major cash stock indices. When the proprietary mathematical relationship model (MRM) is sufficiently bullish or bearish, we take positions in that direction using the E-mini S&P futures. Stop-loss orders are employed for risk management. Trade management is achieved by constantly monitoring the MRM for deterioration whereby we exit or reverse our positions. This technique is employed on both a day-trade and position trade basis to achieve very steady, stable returns and to minimize overnight exposure. Background: Mr. Roy attended Loyola University of Chicago where he concentrated his studies in the fields of Economics, Mathematics and Statistics. Mr. Roy received scholastic recognition in 1992, by placing first in the statistical analysis competition held at Northwestern University as well as being selected by the National Science Association as 1 of 10 students nationally to participate in a statistical modeling research project at Western Washington University. While attending college, Mr. Roy was registered as a Commodity Trading Advisor and programmed trading strategies that he used primarily for his personal trading. After college, Mr. Roy developed, programmed, and implemented mechanical trading systems for Robbins Trading Company before accepting a position with Bressert Investment Group in Chicago where he created a trading systems division to implement the firm's proprietary trading systems. Mr. Roy founded two consulting companies, MarketSolve and TradeStorm, Inc., to cater to the specialized system development and programming needs of professional traders and institutional trading entities. Mr. Roy is currently a registered AP and Vice President with Alaron Futures and Options in Chicago and with Green Street Discount, a wholly owned IB of Alaron. Mr. Roy has been with Alaron for the last 8 years. Mr.Roy was registered with the CFTC as a Floor Broker in February, 2002. In July, 2002, Mr. Roy created a cutting edge electronic trading division within Alaron. Mr. Roy founded The Roy Funds, Inc. in January, 2004 and registered it as both a Commodity Trading Advisor and an National Futures Association member in April, 2004. The Roy Funds began trading proprietary accounts in September, 2004 and began managing customer funds in January, 2005. Over the last 14 years, Mr. Roy has researched, designed, and implemented hundreds of technical trading strategies for use by individual and institutional clients worldwide.