Q: What is the core trading strategy and capacity?

A: Systematic stat-arb adjustments low-cap custom intraday long/short bonds strategy with electronic eye (E.E.) algorithms. Initial capacity is $3-5MM with potential to scale to $7-10MM in the pseudo-bonds space and orthogonally launching crypto as OOS sampling test for early efficacy model <> forward exp. bt. against our PRE’s ((pre-created//pre-generated)) ‘cumulative_residuals’.

Q: What are the key performance metrics?

A: Main Strat E.E. (Electronic Eye) Wait and Verify Conditions Algo targeting sortino ratio of 20 with 0 MDD or 0 maximum daily drawdown. Rolling alpha distributional parameters (Alloc. Req.): ‘SYMBRES’ or $PPS profit per symbol, sig age//autocorr threshold custom intraday periodicity algos (and other custom algos).

Q: How does the signal generation process work?

A: The system uses a two-stage process for residuals computation:

• NAV-adjusted returns calculation
• Cross-sectional residuals estimation
• Cumulative residuals aggregation

Q: What are the key strategy components?

A: The strategy includes:

• Statistical arbitrage approach with NAV adjustments
• Electronic Eye (E.E.) algorithm conditions based on minimizing cumulative residuals (via hedging)
• Risk mgmt. - vol sizing and in-built safety inherent in algo (ex. stop loss)

Q: How is the strategy implemented?

A: The system waits for and verifies E.E. algorithm conditions specifically on statistical arbitrage adjusted NAV approaching zero, tracking cumulative residuals and per symbol residuals (SYMBRES), hedging ‘SYMBRES’ to 0 (‘cumulative_residuals’ targeted; .02 to .03 profit per symbol $PPS), and thereby profit hedging ‘CUMRES’ or ‘SYMBRES’. We first target hedging statistical arbitrage adjustments valuation AKA adj. NAV ‘adj_NAV’ or ‘adjusted_NAV’ algo(rithmic) key(s).

Q: How can allocators get more information?

A: Allocators can contact via email at [email protected] (main) or [email protected] (alt), or call +1 (929) 206-3023 for urgent requests.

E.E. Wait and Verify Algo Solution