The ArbMaker Premium Newsletter

Targeting absolute returns with low volatility

(Update: the newsletter returned 18.9% in 2016. See the trading report here.)

Get actionable pairs trading selections that are independent of market direction. Based on sophisticated statistical methods, accounting fundamentals and contextual news sentiment analysis the letter is published bi-monthly. All subscriptions include real-time flash alerts of our live trades whenever they trigger.

  • Absolute returns, low volatility focus
  • Concise, clear analysis
  • Bi-monthly issues with detailed selections
  • Flash alerts / optionally track selections with ArbMaker software
  • 30-day free trial*

NEWSLETTER 4 WEEKS

 

 

Some detail behind that summary

The editors trade their research and consult to proprietary traders and funds. An example of their work with a New York hedge fund can be downloaded here. Over the contracted period the fund’s performance was in the top 15% percentile vs peers in Bloomberg’s rankings. Those results were achieved with the same philosophy behind the Premium Newsletter.

The ArbMaker Premium Newsletter provides its subscribers with clear, logical analysis for relative-value pairs trading ideas and selections. The authors trade their own book on the basis of their research.

For subscribers who are also running the ArbMaker software the content of the newsletters is not only a pairs trading selection service with flash alerts. It also constitutes a consulting service with all pairs ideas set out in files compatible with the software. These files let users track the pairs in the ArbMaker software the exact way the trades were researched and designed.

The newsletter focuses on trades and does not provide portfolio advice. However, it is pertinent to set out the broad portfolio framework within which the authors trade their book. It is this:

  • Capital allocated evenly to 9 to 15 pairs
  • Maximum stop loss of 3.25% applied per position (or ~0.3% at the portfolio level)
  • Stop loss settings may be lower as a function of the historical trading performance of a pair

While any single position may not be market neutral aggregated positions aim for this. This is very important to bear in mind.

In summary, this is a long/short statistical arbitrage, medium frequency newsletter mindful of prevailing circumstances. It aims for absolute returns within a market-neutral allocation framework.

Rawdon Adams, Editor
HedgeTec SAS

More about us

 

*This is a special offer made available for first time subscribers. Your subscription will renew automatically at the rate then in effect until you notify us otherwise. European Union (EU) Value Added Tax may apply for EU residents. HedgeTec SAS is not a registered investment advisor and does not provide any individual advice. Past performance is not necessarily indicative of future results and future accuracy and profitable results cannot be guaranteed. Please read our disclaimer here.