Funding for Algorithmic Trading Strategies
We organize an initial $25-75mm investment for tested algorithms and look to grow these strategies in stages to full capacity within 18 months.
Strategies typically yield an average return of
at least 12%, with a sharpe ratio of 2.0 or better, a minimum track record of 14 months, and a minimum capacity of $150mm. We generally focus on strategies with capacities over $350mm.