Investment Overview
Strategy Description
Method Asset Managements Genesis Trading Program is a systematic Program that primarily generates shorter term directional trades utilizing the S&P EMini
Contract, the S&P Bull Put Spread, and the U.S. Ten-Year Note Contract. The algorithms maintains a quantitative approach in seeking to generate excess returns above relative industry benchmarks (alpha).
We have developed a set of proprietary algorithms, each of which has provided good results in certain defined market conditions. Our edge is that we incorporate a rigorous design methodology to minimize the risk of over-optimization and curve fitting. This in turn allows us to tune each algorithm’s parameters to yield, in our opinion, the highest aggregate risk-adjusted return.
