GACF is a Systematic Hedge Fund which utilizes a proprietary statistical model to generate trading decisions on options of various assets.

  • Our trading decision process is purely systematic
  • Our model is based on our belief that there are specific parameters in the marketplace
    that can provide a statistical edge in producing probabilities of future price movements
  • The model compares current market parameters to past data with similar market conditions
  • The model segments historical market data into pools with comparable characteristics
  • The model is dynamic and is highly adaptable to every type of market condition
  • We execute all of the trades ourselves based on the outcomes of the model
  • We implement a stringent and systematic risk management policy