GEMINI PAIRS TRADING
Description
The Gemini Pairs Trading strategy trades pairs selected from a universe of stocks that meet stringent criteria for size, trading volume and liquidity.
Our trading algorithm evaluates over 10,000,000 pairs and selects those that produce consistent results with low volatility and drawdown. A variety of quantitative models are used in the trading algorithms, including Bollinger band, regression and Kalman Filter models.
Trades are entered and exited using market orders, buying one stock and selling an equal dollar value of a second stock. Profit targets and stop loss limits are set on trade entry. Positions are held for an average of seven days and closed within a maximum of 20 days.
Strategy Highlights
- CAGR of 80.48% and Sharpe Ratio of 12.17 since January 2015
- Liquid, Exchange Traded stock pairs
- Low market correlation
- Low drawdown
Performance Summary
Monthly Returns
Advantages of the Strategy
Exceptional Results
The strategy has produced a compound average rate of return of 80.48% per year since 2003, with a Sharpe Ratio of 12.17
Low Correlation
The strategy is market neutral and has minimal correlation with underlying equity indices.
Low Risk
Because the strategy is dollar neutral the drawdown risk is very low compared to most equity strategies.
Use Any Broker
Or open a new account at any of our supported brokers.
Fully Automated
All trades can be executed automatically in your trading account. But you remain in full control of the account.
Monthly Subscription
You can unsubscribe at any time.
SYSTEMATIC STRATEGIES LLC
Systematic Strategies is an alternative investments firm utilizing quantitative modeling techniques to develop profitable trading strategies for deployment into global markets. Systematic Strategies seeks qualified investors as defined in Regulation D of the Securities Act of 1933. For information please contact us at info@ systematic-strategies.com or visit www.systematic-strategies.com.
RISK DISCLOSURE
This web site and the information contained herein is not and must not be construed as an offer to sell securities. Certain statements included in this web site, including, without limitation, statements regarding investment goals, strategies, and statements as to the manager’s expectations or opinions are forward-looking statements within the meaning of Section 27A of the Securities Act of 1933 (the “Securities Act”) and Section 21E of the Securities Exchange Act of 1944 (the “Exchange Act”) and are subject to risks and uncertainties. The factors discussed herein could cause actual results and development to be materially different from those expressed in or implied by such forward-looking statements. Accordingly, the information in this web site cannot be construed as to be guaranteed.
