SAM Capital Delta Fund

A model driven quantitive hedge fund. Highly liquid and uncorrelated to wider market trends, SAM Capital Delta Fund is designed to achieve high yielding, risk adjusted returns and would complement any sophisticated investment portfolio.

INVESTMENT APPROACH

SAM Capital Delta Fund uses a new generation, algorithmic long/short trading strategy.

The strategy has been developed by our own team, using in-house custom indicators and programs. It is technically orientated and 100% model driven. We utilise a multi-asset investment approach with an emphasis on indexes, major currency pairs and commodities.The model works on short-term breakouts in trends and is effective during periods of both low or high volatility.

Capital preservation is at the heart of the strategy and the algorithm measures the market volatility and Average True Range (ATR) to adjust position size and duration.

Trades are in both directions and positions can be opened if correlated instruments (not necessarily traded) follow the same trend. This reduces false breakouts. The strategy is profitable with or without compounding the profits made.

SAM Capital Delta Fund strategy makes on average 250 trades per month and holds positions for an average of 14hrs. It has been proven consistently effective in backtests and in live environment trading. An advanced machine-learning program ensures the model is unaffected by ‘over fitting’ and is constantly adapting to take maximum advantage of the markets and to consistently deliver alpha.

Delta Fund Contacts

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