EL FARO PRIVATE FUND LIMITED
we apply science to investing
we believe in systematic portfolio management
el faro private fund limited
applies a scientific approach like Tactical Asset Allocation to finance with the aim to develop quantitative and systematic investment strategie.
Tactical Asset Allocation
Why?
Tactical Asset Allocation strategies invest in broad asset classes like stock indices (ex. SPY), bond indices (TLT), and gold (GLD). Tactical Asset Allocation strategies tend to trade once a month or less, capturing major market trends and ignoring day-to-day noise.
Unlike traditional buy & hold, Tactical Asset Allocation aims to maximize returns and minimize losses by dynamically increasing/decreasing allocation to assets expected to outperform/underperform.
Tactical Asset Allocation differs from other active strategies in that the concepts underpinning Tactical Asset Allocation have proven effective for decades.
All of the strategies that we trade are both quantitative and systematic, meaning well-defined mathematical rules govern exactly when and what to trade.
all strategies trade at the market close and trades are executed using large, liquid ETFs.
broad asset classes
advantages of
tactical asset allocation
capturing major market trends
dynamically increasing/decreasing allocation
proven effective for decades
invests in broad asset classes
quantitative and systematic
el faro private fund believes in a systematic approach built on empirical evidence and overseen by creative minds.
our two strong beliefs
1 - active managed portfolios
el faro private fund weights strategies depending on their risk figures to dynamically increase/decrease allocation.
el faro private fund will dynamically adjust and
provide downside protection
different weights depending on risk parameters
2 - uncorrelated trading ideas
el faro private fund combines multiple uncorrelated trading ideas to deliver returns and diversification.
el faro private fund uses well-justified strategies, seeking to deliver persistent excess returns with scalable capacity.
strategies correlation
we believe that statistical and evidence-based approaches are best. we strive continuously to improve every facet of the investment process and generate valuable returns
our four principles
1 - research is our passion
we are driven by a continuous research and development effort. we apply academic techniques to dynamically and stringently test every investment strategy. portfolio construction is regularly reviewed to ensure superior returns while maintaining diversity.
We use scientific methods to find patterns in global financial data, developing new strategies and continually improving our existing programs seeking to create value for our clients. research is our passion and our primary task.
2 - transparency
we pride ourselves in providing daily look-through at our strategies.
by implementing most of our strategies in innovative web applications we make a further step to increase the level of transparency. we love to share what we do rather than putting our ideas in black boxes.
3 - risk management
el faro private fund limited uses a rigorous and systematic risk management framework, which allows to model and manage risk in a unified manner, where risk is rather managed than avoided.
portfolios are regularly stress tested to ensure that they can withstand unexpected events.
portfolio construction is regularly reviewed to ensure superior returns while maintaining diversity.
4 - systematic trading strategy
it all starts with an idea, which is tested, researched and reviewed. our findings are critically evaluated every step. successful ideas are then built into our robust, scientific investment process.
it is much easier to trade a systematic trading system with 100% clear rules than systems with a lot of guess work every time you have to entry or exit the market.
we have a long history of providing innovative products and diversifying performance. we group our products into two main categories: Tactical Asset Allocation and volatility strategy
our solution
shareC - el faro 4season
shareD - el faro volatilityseason
investors can access a highly risk-controlled and systematic investment framework, participating in the benefits of rigorous diversification and the opportunity to access returns from plausible, repeatable market patterns, or phenomena.
advantages of
el faro private fund
controlled fund setup
a setup in place which guarantees a clear seperation of powers.
experienced
each professional in our team has more than 20 years of experience in managing portfolios.
administrated
monthly NAVs calculated by the administrator
systematic trading approaches
we use a disciplined and repeatable investment process, defined by a thoroughly researched and constantly evolving set of rules.
high diversification
by investing the portfolio in a mix of strategies we can potentially reduce overall portfolio risk.
our partners
broker
Interactive Brokers (UK)
Limited Fifth Floor
1 Carey Street
EC2V 8AE London
Gibraltar International Bank
Ince’s House
310 Main Street
Gibraltar
investment director
Helmuth Vollmeier,
Georg Reiter
administrator
Juno Fund Services
Suite 741C
Europort
GX11 1AA
Gibraltar