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sset classes 3.5m 1.4m 15x Equities (85%); futures (15%) o.97m (67.5% return on AUC) Positive months Negative months Best month Worst month Sharpe ratio 13 (81%) 3 (19%) o.27m -0.07M 2.67 EFTA00611846 Live Track Record - BGT Monthly Net PnL 300,000.00 250,000.00 200,000.00 150,000.0
es EFTA00611842 Confidentiality Information in this presentation is strictly private & confidential EFTA00611843 Background Strategy live at Buttonwood Group Trading (BGT) 07/2011-10/2012 (16 months); back-tested from 01/2006 with similar performance results Founder of Quanterra Advisors LLC and developer of q
exposure levels. Scaling Up in 2013 January: trade all 200 instruments in mixed lots - there is no odd lot penalty on Nasdaq. This allows to keep Sharpe at the highest level at the sensitive time of initial deployment. Exposure 2-10MM. Revenue Approx. $ 200K/month. February-March: exposure 10-20MM.
GROUP ] Buttonwood Group Trading, LLC. Where Innovation & Excellence Take Root High Frequency US Equities Trader, Ph. D. 2013 Target Revenues $15M History & Key Successes • Extens
f gains into the strategy No Asset classes 07/2011 —10/2012 (16 months) Total net PnL Positive months Negative months Best month Worst month Sharpe ratio 3.5m 1.4m 15X Equities (85%); futures (15%) o.97m (67.5% return on AUC) 13 (81%) 3 (19%) O. 27M - 0.07M 2.67 EFTA_R1_02212457 EFTA0
fidentiality ■ Information in this presentation is strictly private & confidential EFTA_R1_02212454 EFTA02725018 Background ■ Strategy live at Buttonwood Group Trading (BGT) 07/2011-1o/2012 (16 months); back-tested from 01/2006 with similar performance results ■ Founder of Quanterra Advisors LLC and developer of
Entities connected to both Sharpe and Buttonwood Group Trading
Alex Gerasev
PERSONQuanterra Advisors LLC
ORGANIZATIONFinancial Mathematics
ORGANIZATIONPhysics & IT
ORGANIZATIONNovosibirsk Institute of Nuclear Physics
ORGANIZATIONNon-Arbitrage Bounds
ORGANIZATION