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Program Details

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VST Capital Management, LLC 

VST CQR

Manager: Vivek Singh

Address: 16325 Boones Ferry Rd, Ste 200, Lake Oswego, OR, 97035, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Dec 1, 2011
AUM:$1,029,956
QEP:No
Incentive Fee:0%
Annual Mgt Fee:25%
Min Investment:$500,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:6.54%93.72%
Annual ROR:3.69%45.92%
YTD:0.00%7.90%
1 Year:0.00%15.09%
Alpha:0.45
Beta:-0.11
Statistics Program S&P 500
Average Monthly Gain:0.99%2.60%
Average Monthly Loss:-0.80%-2.73%
Winning Months:1316
Losing Months:85
Current DD:0.003.13
Max DD:2.496.97
Sharpe Ratio (RF 1%):0.75
Annualized Std Dev:3.59

Methodology

Discretionary:5%
Systematic:95%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Arbitrage:50%
Counter Trend:25%
Momentum:25%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2013-0.79-1.11-0.151.68-0.761.16-1.031.970.92
20121.880.260.44-0.981.140.510.261.261.121.050.14-0.466.79
2011-1.14-1.14

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The VST CQR program employs multiple systematic strategies to detect market anomalies and high probability trading opportunities. Market neutral pairs trading are primarily used to express market positions. VST utilizes cutting edge technology and a unique modeling and trading perspective based on Mr. Singh's background in Theoretical Statistics and years as a proprietary trader.

All facets of the statistical models, risk management, and trading allocation are automated or proceduralized. The trading is therefore systematic. However, statistical modeling and probability calculating are not entirely efficient, cannot predict with certainty, and are in state of constant change. Based on this, VST feels our trading is optimally done as both science and art, or, written another way, both systematic (95%) and discretionary (5%).

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