Managed Futures Database, Resource & Tools

Program Details

PDFPermalink

Genius Investment Group Limited 

Robot 2

Manager: Ning Zhu

Address: 13620 38 AVE, STE 11F, QUEENS, NY, 11354, U.S.A.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Nov 1, 2015
AUM:$5,000,000
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:0%
Min Investment:$200,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:24.66%27.00%
Annual ROR:9.55%10.40%
YTD:3.63%-1.22%
1 Year:5.05%10.77%
Alpha:1.01
Beta:-0.27
Statistics Program S&P 500
Average Monthly Gain:1.96%1.96%
Average Monthly Loss:-0.67%-1.60%
Winning Months:1620
Losing Months:139
Current DD:0.006.48
Max DD:2.696.48
Sharpe Ratio (RF 1%):1.21
Annualized Std Dev:7.09

Methodology

Discretionary:0%
Systematic:100%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodShort Term
---------------------------
Quantitative:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20180.961.551.083.63
20171.55-0.77-1.931.15-0.721.71-0.41-1.130.170.32-0.280.580.17
20164.588.43-0.43-0.441.15-0.36-0.49-0.293.101.93-1.42-0.0416.41
20152.710.433.15

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

This program is a set of hundreds of Strategies developed using deep machine learning, and to be more specifically, Neural Networks and Pattern Recognition. The developers of this program Mr. Ning Zhu and Mr. Aaron Zhu intergrated their tens of years of trading experience, and consumed four years to establish this pure quantative and auto-trading system.
The major feature of this program includes:
1.Hundreds of strategies, with low correlation.
2.Very small, or even tiny weights are distributed to each strategy, according to their histric performance and their potential highest possible risk.
3.Therefore, relatively very small position are estabilished against each trading signal based on different strategies.
4.In accordance, very small drawdown, very small market impact, very large capacity.
5.Extremely low margin percentage, due to maximum consideration of disaster protection. This program is designed to be capable of easily handle a disaster like 911, 2008 crash, or 2010 flash crash.
6.Very high gain potentialty in bear market, due to specially designed protection in worst market situation, and robot trading’s intrinsic advantage against human being in bad mood and annoying situatoin.
7.While strategies are established upon history probability, when new market situation and pattern emerges, program could lose winning edge in a really long time, program could do nothing or produce no profit for a very long time, but of course it is also not easy for program to lose due to its special characters. Investers with far eye-sight seeking long-term investment gain is good for this program, while investers looking for immediate profit is not suitable to this program.
8.This program seeks long-term probability win in an extremely or even excessively protective mode, therefore, the Advisor reserves the right to maintain significant amounts in cash, particularly for the preparation of worst stock disaster scenarior at any possible time. Investers aiming for high usage of leverage and high annual return is not suitable to this program.
Recommended Investment Amount (for lower trading cost): $500,000 Minimum: $200,000

Company Info

GENIUS INVESTMENT GROUP LIMITED
Address: 13620 38 AVE, STE 11F, QUEENS, NY, 11354, U.S.A.
Contact Info: 7188881512
Info@GeniusGroupChina.com
http://www.GeniusGroupChina.com

* An independent limited corporation registered in The British Virgin Islands
* Incorporation in 2010C
* Chief Executive Officer: Aoan (Aaron) Zhu
* Chief Information Officer: Peng Cheng
* Chief Strategy Officer: Ning Zhu
* Chief Operation Officer: Leo Zhu
* Chief Financial Officer: Joanne Chu
* Board of Directors: Hanfen Huang, Aaron Zhu, Peng Cheng, Hongliang Huang, Leo Zhu, Joannce Chu, Kuiyu Wang
* Capital: USD$20,000,000.00

Manager Info

* Ph.D. from IHEP, Prof. Zhou Pei-yuan, Academic Sinica, Beijing, China
* Postdoctoral Researcher in European Organization for Nuclear Research(CERN) and LIGO Group, Department of Physics, Louisiana State University
* Worked as Partner, Portfolio Manager, Automatic trading system developer in GTS-Ningster, LLC, a former Merrill Lynch Company
* With over 25 years experience in Trader/Analyst/Trading system developer
* Developed dozens of trading system /models for futures and equity markets
* Modeling, Algorithmic Trading, Quantitative Analysis