Investment Objective
Cyrus aims to achieve long term capital growth by using a relative value, systematic trading technique based on mathematical models and statistical theory. The models aim to seek and identify patterns of price changes that manifest on dual listed equities. The program seeks to systematically extract profits from these short term manifestations that create arbitrage opportunities and deliver alpha not correlated to traditional long bias strategies. The program will trade dual listed equity instrument on the Chinese exchanges vs related securities on the global markets for example in HK and Shanghai i.e. A shares vs H shares.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.6 | 0.8 | 0.2 | 0.3 | 0.6 | 0.5 | 1.0 | 0.5 | 0.9 | 0.9 | 0.5 | 0.5 | 0.6 | |
| 2022 | 0.5 | 0.5 | 0.6 | 0.3 | 0.8 | 0.7 | 0.7 | 0.2 | 0.2 | 0.2 | 0.8 | 1.0 | 0.4 |
