Trade Simulator – March, 2015 (Algorithmic Hedge Fund Simulation)
OVERVIEW
I Know First systematic hedge funds specialize in algorithmic trading according to the best market opportunities available on a daily basis. The market scanning is done on a nightly for over 6 markets and 2000 financial assets, through which we determine the best opportunities before the market opens the next morning. Good investments are often replaced by even better ones in order to ensure the portfolio performs at a constant optimum. The funds can trade according to any parameters and filters; moreover, they are generally market neutral.
SWING TRADING FUND - PERFORMANCE HIGHLIGHTS
- The swing trading nature of the fund involves a higher annual volatility of 11.1%, which is more than compensated by the expected annual return of 69.3%.
- I Know First’s performance to risk ratio (Alpha) is 6.08, and represents one of the highest figures in the algorithmic trading industry.
- While most algorithmic trading focuses on seconds to milliseconds (high frequency trading), I Know First scans the markets for longer horizons and is able to invest from the 1 day – 1 year investment horizons profitably.
- In December 2014 and January 2015, when the S&P500 dropped by -0.42% and -3.10%, I Know First had a monthly return of 7.18% and 7.71% respectively. In March 2015 as the S&P500 dropped -1.74%, the I Know First fund had its highest return to date of 8.76%.
