The Amplitude Sinfonie strategy is a blend of the Amplitude Dynamic Trading strategy and the Amplitude Klassik strategy. It rebalances monthly and offers the same liquidity as the underlying strategies. They are based on a systematic and fully automated directional program which uses extensive quantitative analysis of price data and sophisticated portfolio methodology to detect short term market trends on multiple time frames. The strategies incorporate mean reversion components and some pattern recognition. Execution is electronic and utilizes proprietary software to ensure most efficient execution. Execution costs and slippage are constantly monitored. The risk management function is monitored real-time and is fully automated. Circa 74 markets are traded and each instrument is independently analyzed. The average holding period for the Amplitude Sinfonie Fund is 2.5 days**. The programs seek to provide a good level of downside protection for beta or beta-correlated strategies and a high degree of diversification within the CTA space.
The Amplitude Capital Group is a regulated CTA with operations in Switzerland, UK and the Cayman Islands. It was established in 2004 and currently manages about 1.7BN USD in three global, diversified and fully systematic short-term CTA programs for institutional investors, including pensions, insurance companies, endowments and sovereign wealth funds.