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Investment Overview

Strategy Description

Finalyze Capital's primary trading strategy is our short-term mean reversion strategy. Our research shows that there tends to be at least a small reversion following a large price swing. We’ll enter opposite the direction of the move and aim for a small reversion, with an average holding period of about one day. We trade the strategy across the 20 most liquid futures markets. This strategy was an original idea, not coming from any academic paper, so we believe the Alpha is safe from decay. We’re also trading 6 other uncorrelated quantitative trading strategies. Each strategy is an amalgamation of several sub-strategies – we’re trading over 8,000 total sub-strategies across 30 futures markets. Finalyze’s long-term vision is to grow into a multi-strategy quant fund, trading dozens of strategies for maximal diversification, and putting us in the best position to profit in any market environment.

Principals

Joe Fennessey - Managing Member, Finalyze Capital

Videos

Introduction - Quant Trading In Futures

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Episode 1 - Intro To Futures - Quant Trading In Futures

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Episode 2 - Intro To Quant Trading - Quant Trading In Futures

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- View More Videos -

Investment Highlights

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Investment Category

Managed Futures

Investment Strategy

Systematic, Managed Futures, Quantititative

Investment Structure

Fund, Managed Account, SMA

Objective

Our Performance Goal

Uncorrelated Returns, Absolute Returns, Generate absolute returns with non-correlation to other asset classes, Provide a consistent, low volatility return stream that is uncorrelated to traditional investments, Profit in rising, falling and flat markets, Increased Alpha

Investment Opportunity

What We Believe

We assume efficient markets, and only allocate to a strategy when the data strongly rejects this efficiency assumption.

Return Driver - Alpha

Our Edge

Research, Machine Learning, Trading System Design, Adaptive Risk Models, Electronic Execution, Repeatable Process, Active Trading Strategies, Uncorrelated Strategies, Proprietary AI, Repeatable, Contrarian

Implementation of Strategy

Tactical Approach

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Instruments Traded

Futures

Geographical Exposure

Global

Average Timeframe

1-4 Days

Average Margin to Equity (%)

4%

Average Round Turns per Million

4,476

Risk Management

Diversification, Systematic Processes, Value At Risk (VaR), Dynamic Position Sizing, Active management, Embedded in the model

Investment Structure

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Legal Structure

Managed Accounts, Limited Partnership

Domicile

United States

Fund Minimum Investment

$500K

Managed Account Minimum

$500K

Strategy AUM

$49MM

Firm AUM

$52.3MM

Management Fee (%)

2%

Incentive Fee (%)

20%

Service Providers

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Administrator

Turnkey Trading Partners

FCM

StoneX

ALL ALPHAMAVEN CONTENT IS FOR INFORMATIONAL PURPOSES ONLY. CONTENT POSTED BY MEMBERS DOES NOT NECESSARILY REFLECT THE OPINION OR BELIEFS OF ALPHAMAVEN AND HAS NOT ALWAYS BEEN INDEPENDENTLY VERIFIED BY ALPHAMAVEN. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. THIS IS NOT A SOLICITATION FOR INVESTMENT. THE MATERIAL PROVIDED HEREIN IS FOR INFORMATIONAL PURPOSES ONLY. IT DOES NOT CONSTITUTE AN OFFER TO SELL OR A SOLICITATION OF AN OFFER TO BUY ANY INTERESTS OF ANY FUND OR ANY OTHER SECURITIES. ANY SUCH OFFERINGS CAN BE MADE ONLY IN ACCORDANCE WITH THE TERMS AND CONDITIONS SET FORTH IN THE INVESTMENT'S PRIVATE PLACEMENT MEMORANDUM. PRIOR TO INVESTING, INVESTORS ARE STRONGLY URGED TO REVIEW CAREFULLY THE PRIVATE PLACEMENT MEMORANDUM (INCLUDING THE RISK FACTORS DESCRIBED THEREIN), THE LIMITED PARTNERSHIP AGREEMENT AND THE SUBSCRIPTION DOCUMENTS, TO ASK SUCH QUESTIONS OF THE INVESTMENT MANAGER AS THEY DEEM APPROPRIATE, AND TO DISCUSS ANY PROSPECTIVE INVESTMENT IN THE FUND WITH THEIR LEGAL AND TAX ADVISERS IN ORDER TO MAKE AN INDEPENDENT DETERMINATION OF THE SUITABILITY AND CONSEQUENCES OF AN INVESTMENT.