The Tiber Diversified program trades several of the most liquid exchange-traded futures markets using different algorithms with a fully systematic execution. Average holding period of about 4.5 days.
The Diversified program has been developed in-house, by the research team. Trading strategies and models are revised on a regular basis, as a result of ongoing research and development. New ideas undergo a series of strict statistical back-tests and incubation periods. Once the investment committee has approved the new strategy it can be implemented into the program.
The Diversified program combines a strict scientific method with advanced investment and infrastructure technology. In an industry where trading execution has such a high impact on a long term performance, we have developed over time a solid and state of the art infrastructure of algorithmic execution
The key factors of Tiber’s Diversified Program are:
Rigorous and Thorough research Process
Three Dimensional Diversification
Time Frame / Strategy Type / Sector
Rigorous Risk Control Procedures
Monitoring of key risk metrics at both individual strategy level and portfolio level
Our systems are based on established and solid trading principles strongly focusing on technical analysis
Non-discretionary Operation of Quantitative Models
- Investment process fully systematic
- Systematic and fully automatic trading activity
How it Works
Quantitative methods are employed to control all aspects of trading.
Strategy development, portfolio construction, risk control, and execution are all managed by systematic processes.
As a result, the trading will be uncorrelated with all major performance indices.
Full Fact Sheet
Click below to download the full breakdown of Tiber Capital’s financial strategy overview for the diversified program.
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