SSARIS Advisors, LLC

Diversified Trading

Minimum Investment
Management Fee 1.00%
Performance Fee 20.00%


SSARIS Diversified Trading Program: Strategy Description The Diversified Trading Program is a systematic computer-based strategy using time series analysis. A mathematical algorithm determines the profitability of more than 80 exchange-traded markets and selects those markets with greatest propensity to perform consistently. A market by market asset allocation system re-weights exposure based on relative volatility, and systematic rebalancing to a targeted mean variance portfolio rate of return is conducted periodically.