Managed Futures Investments
Commodity Trading Advisor
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A Quantitative Investment Process

The investment process behind the trading programs offered by SVQuant is based on three fundamental principals:

  • Quantative and systematic analysis of the market state. We believe that markets switch regimes and all systematic trading should take this into account.
  • Quantitative and systematic generation of trading signals. We put our efforts and intelligence into developing unique systematic trading strategies and then follow them rigorously once released into production.
  • Quantitative and systematic risk management. Understanding, measuring, and managing risk at the instrument, sector, and portfolio level is a key component in our investment process.

Trading methodology relies on an ongoing quantitative study of a database of historical prices of foreign currencies, physical commodities, bond markets, and related data. The firm has developed proprietary methods for statistically quantifying interrelationships between markets, behavioral biases, and psychological biases among market participants. We believe that these interrelationships and biases create inefficiencies in the short, intermediate, and long term that can be systematically exploited to generate profits.

Trading Strategy

Our general trading strategy employs the following characteristics:

  • Systematic in all aspects
    - trade signal generation
    - portfolio allocation
    - risk management and overlay
  • Multiple time frames
  • Models switch characteristics based on market regimes
  • Symmetrical, i.e. all strategies go long and short
  • Applied consistently across all markets
  • Research facilitates on-going tuning of currentstrategies
  • Implemented through proprietary trading software developed in-house and rigorously tested prior to use in client trading environment.
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© 2014 Silicon Valley Quantitative Advisors

This website does not constitute an offer to sell, or a solicitation of an offer to buy or sell, any commodities interests, managed futures accounts or securities, and is intended for informational purposes only. Any offer for any investment product will be made solely by the appropriate disclosure document or offering memorandum. Silicon Valley Quantitative Advisors does not make any representations as to the accuracy or completeness of any data or information contained herein and such information should not be relied upon as such. Some data and information presented on this site may have been obtained from outside sources.

Alternative investments products, including hedge funds and managed futures, involve a high degree of risk. Alternative investments performance can be volatile. An investor could lose all or a substantial amount of his or her investment. Alternative investments, including managed futures, often execute a substantial portion of their trades on non-U.S. exchanges. Investing in foreign markets may entail risks that differ from those associated with investments in U.S. markets. Past performance is not indicative of futures results.