Easan Katir seeks absolute returns by employing a selection of non-correlated quantitative strategies to invest and trade opportunistically in US markets, including global ADRS and ETFs in separate managed accounts. The Advisor's strategies are unique in that when the strategies are employed together, they show little correlation with market indices. Strategies are comprised of, but not limited to, three themes.
1) Long term, time-tested trend following strategies: An evolution of a traditional trend analysis approach, pioneered by Nicholas Darvas, Richard Donchian, Ted Warren, and Ed Seykota, the systems are adaptive in nature, automatically adjusting to the current volatility and progressive strength of volume and trend. Click here to see an example.
2) Short term reversal strategies: counter-trend systems that are triggered by a rapid adjustment in a market where an opportunity arises to initiate a position against the adjustment.
3) Pattern recognition strategies: systems that will profit from short-term inefficiencies in the market. The systems pinpoint technical or event-driven settings that provide a basis for an optimal risk / reward ratio.
Each theme is distinct in its trading logic. The investment horizon varies from a day to years depending on the strategy and trend strength. This additional level of time diversification allows Katir to manage risk prudently.
The Advisor holds outright positions but the strategies may at times be direction neutral and not biased towards a long or a short view, though generally a long bias. The strategies are adaptive in nature and dynamically adjust with different market volatility, price and volume trends.
Some strategy signals are computer generated by proprietary in-house software. The signals generated by the strategies are implemented with limited discretion. Redundant systems and contingency plans are in place to ensure business continuity.
Portfolio risks are calculated by a proprietary model that sizes positions conservatively to keep market correlation and aggregate portfolio risks within predefined boundaries. Limiting each investment's risk is an integral component of each strategy employed by the Advisor. In concert with this policy, the Advisor primarily trades financial instruments with a high degree of liquidity.
Form ADV is available upon request.