EXANTE, the leading Hedge Fund Marketplace, has just listed Hasenbichler Futures Diversified Fund Segregated Portfolio onto its platform.
The Fund's investment objective is to achieve capital appreciation by trading a globally diversified portfolio of exchange traded futures contracts in more than 70 liquid futures markets. These markets include currencies, interest rates, bonds, equity indices as well as commodities e.g. energies, grains, base and precious metals. Investment decisions are based on a systematic trading approach that applies various ranking and filtering algorithms to profit from medium to long term price trends. The fund will speculate both on rising and falling markets and will apply leverage to achieve its investment objective.
The core system which has been in operation for many years is designed to profit from medium to long-term price trends. It is based on a small number of basic principles that seek to recognize momentum break outs and volatility changes. In order to prevent the system from being fitted to historical data (curve fitting) these principles are applied to all markets in the same way with identical parameter settings for each market. Markets are selected on the basis of liquidity, their correlation with other markets and trending features. Depending on various indicators, the weightings of the markets traded will be systematically adjusted and certain markets included or excluded. In order to stabilize the risk profile of the portfolio, a new approach (the H-Square strategy) has been implemented in September 2007: a rotational system which ranks and filters the signals generated by the core system.
Hasenbichler Asset Management Inc. was incorporated in Nassau, Bahamas on December 7th, 1994. Dr. Bernd Hasenbichler has a long experience in the commodity trading advisory business in Europe and he has been managing systematic trend following strategies under the Hasenbichler group of companies since the early 90s.
Units of the Hasenbichler Futures Diversified Fund Segregated Portfolio are available for trading on EXANTE's ATP as of today.