INVESTORS TFI SA: The overwhelming majority of Investor Algorithmic Fund's algorithms are based on complex quantitative analysis. Some algorithms may present certain elements of technical analysis, to a very small extent only.
Strict discipline is in compliance with signals generated by an algorithm on the basis of prices is the condition of the model's effectiveness. The Investment process is best described as quantitative, systematic and research-driven, which seeks to identify explanatory variables that have some predictive power over futures price movements in observed markets with respect to established risk driven process.
Investment algorithms are proprietary. Computer-based algorithms are maintained and managed by Investor Algorithmic Team responsible for encoding and running programs.
Investor Algorithmic Fund uses low and medium frequency algorithms: Low frequency algorithms are used when signals are generated once every few days/weeks. Low frequency of transactions means low transaction costs - very small amount of intraday transactions. Medium frequency algorithms are used when signals are generated once every few hours/ days.
Long only, short only and long/short algorithms are the driving force of the fund.
Diversification of investment styles thanks to weights of particular algorithms in many non-related markets e.g. FX GBP/JPY, FX EUR/USD, Dow Jones Index, CAC40, German Bunds, the Stock Market Volatility Index VIX, Corn, Soybeans, KOSPI. Minimum investment is denominated in PLN (Polish Zloty).