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Our Methodology

Easan Katir seeks absolute returns by employing a selection of non-correlated quantitative strategies to invest and trade opportunistically in US markets, including ETFs and options in separate managed accounts. When the strategies are employed together, they often have little correlation with market indices. Strategies are comprised of, but not limited to, three themes.

1) Long term trend following: An evolution of a traditional trend analysis approach, pioneered by Charles Dow, William Hamilton, Richard Russell, Nicholas Darvas, Richard Donchian, Ted Warren, and Ed Seykota, the strategy is adaptive in nature, automatically adjusting to the current volatility and progressive strength of volume and trend.

2) Short term reversal strategies: counter-trend investments are triggered by a rapid adjustment in a market where an opportunity arises to initiate a position against the adjustment.

3) Pattern recognition strategies, which may profit from short-term inefficiencies in the market. The Advisor uses price patterns or event-driven settings.

Each theme is distinct in its logic. The investment horizon varies from a day to years depending on the strategy and trend strength. This additional level of time diversification allows the Advisor to manage risk.

The Advisor holds outright positions but the strategies may at times be direction neutral and not biased towards a long or a short view, though generally a long bias. The strategies are adaptive in nature and dynamically adjust with different market volatility, price and volume trends. Strategy signals are implemented with Advisor discretion. Contingency plans are in place to ensure business continuity.

Portfolio risks are calculated by a proprietary model that sizes positions conservatively to keep market correlation and aggregate portfolio risks within predefined boundaries. Limiting each investment's risk is an integral component of each strategy employed by the Advisor. In concert with this policy, the Advisor primarily trades financial instruments with a high degree of liquidity.

Form ADV is available upon request.

© 2010 Easan Katir. Right to link granted.

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