Auctos Capital Management ("Auctos") is a United States based Alternative management firm founded in 2007. The Auctos Global Diversified Program is an absolute return strategy that seeks to capitalize on rising as well as declining price movements throughout the global financial and commodity markets. The program is 100% systematic and employs a multi-system approach that participates in long, intermediate as well as short-term time frames. Auctos incorporates unique trading models across four (4) diverse sub strategies which include relative value, trend following, pattern recognition and spread strategies. In addition, the program utilizes a dynamic risk management system and is diversified across markets, time-frames and strategies. Currently, the program participates in over seventy (70) return streams diversifed across six (6) market sectors including: Financials, Stock Indices, Energies, Currencies, Metals and Soft Commodities.
Auctos Capital Management is comprised of a well-balanced team which has strived to establish an organization that is positioned to handle significant increases in AUM. Our objective is to provide the investor with an absolute return portfolio which is robust and non-correlated to traditional asset classes. The program focuses on limiting risk on a portfolio level and as it relates to each strategy. All models are equally weighted across a total of over seventy markets which include outrights and futures spreads. The program is targeting a 10% annualized standard deviation and a drawdown of less than 15%. Auctos will conduct continuous research to improve current strategies or add new ones. It uses significant amounts of historical data and conducts various robustness tests to avoid over optimization.