Multi-Index Algo
A Complete Portfolio Approach
While we maintain a “strategy bank” of upwards of 50 independent algos, the Multi-Index portfolio of algos is our first “flagship” complete balanced portfolio product and also currently trades under a licensed fund structure for professional investors.
Our systems are designed with inspiration from the great Howard Mark’s first core philosophy which boils down to the following; to do well when markets are good (like most traders), but to lose very little when markets are tough (unlike most traders). Thus, the downside becomes risk-limited, while the upside is open-ended and ultimately takes care of itself.
This portfolio has been designed over 5 years and is trading live, on real money, in the real spot market (results displayed herein are not back tested or hypothetical). All performances have been verified, and update in real time by an independent 3rd party verification and analytical software such FXBlue or Myfxbook.
MULTI-INDEX ALGO PORTFOLIO
About This Strategy
This is a combination of up to 27 independent algos, since their inceptions, combined into a single strategy, uniquely weighted portfolio via Fxblue’s portfolio utility tool. We often refer to this portfolio as “The Multi-Index Portfolio” as it also serves as a type of index to track some of our top strategies.
This portfolio is considered an HFT Algo (High Frequency Trading) in a very traditional sense from a volume perspective, placing on average over 3000 trades per month. The uncorrelated diversification of the strategies is where the real magic happens in our opinion. You can think of this portfolio as a prop shop of 27 independent “traders” but who are actually algos (computer programs), instead of actual manual traders. These computer programs, unlike manual traders, never get tired, sick, big egos, scared, greedy, stressed or emotional at all, and instead simply stay plugged in to the markets, ready to trade them 24/7. Investing in to the Multi-Index portfolio is diversifying across our top 27 algos all at once.
The entire portfolio of algos is run by a master-controller program for optimal money management. This is the system’s edge. This is handled by reducing risk where the probability of suffering further losses are likely, and adversely “gearing up” the risk where the probabilities of continued growth are also likely.
Program Details
The default risk profile (which is highly customizable to investors) for the full portfolio, is moderate and targets keeping both floating equity drawdown, and peak-to-valley drawdowns < -15%.
Total algos in the full portfolio: 27
Required minimum investment: $150,000 USD
Participation: via a licensed fund structure for professional investors, or via high ticket private managed accounts (contact us for further participation details).