U.S. Equity Index Program
-Lafayette Trading, LLC ("Lafayette") employs a short-term, systematic model to generate trade signals on U.S. time zone equity index future contracts. The technology is comprised of ten different alpha generating algorithms. The algorithms work in tandem to generate the trade direction and risk allocation.Nov 2001-Aug 2006 performance is the Lafayette technology with pro-forma 2% management fee deducted monthly and 20% incentive fee as traded by TDA in a securities portfolio. Sep 2006-Sep 2008 performance is the Lafayette technology with pro-forma 2% management fees and 20% incentive fee as traded by TDA in a futures portfolio. Results Oct 2008 – June 2009 is the net performance (2/20) for proprietary accounts managed by Lafayette Trading, LLC. Beginning in July of 2009 to present the results are the net performance of client accounts managed by Lafayette.