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