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I've been working in finance for the last 15 years. I've got a strong academic background, hold a BA and MSc in Economics, and am a CQF charterholder.
Throughout my working experience I've become increasingly intrested in Quantitative Finance and have been shifting my investment philosophy towards model oriented strategies. I've got programming skills that allow me to develop my propietary trading tools. I am currently focusing my efforts on Statistical Arbitrage. I implement this strategy for both individual and institutional accounts.
More on http://ar.linkedin.com/in/franciscoprack
Registered investment advisor.
Bonds, Forex, Options, Stocks - long, Stocks - short
(54 11) 5031 9324
Buenos Aires; Argentina
PRACK Asset Management
PRACK Asset Management is a company exclusively dedicated to portfolio management. We accompany our client’s financial life providing advisory and all necessary information for them to fulfill their investment goals, emphasizing on risk control. A thorough understanding of state-of-the-art quantitative
finance models and the development of our proprietary software shape our pragmatic approach to return generation and risk modeling, assessment and management. We specialize in Statistical Arbitrage, a market neutral equity stategy designed to deliver high risk adjusted returns (above 2 Sharpe ratio) with a 7% volatility and near zero beta and correlation coefficients against all major equity indexes. Specialties Portfolio Management, Quantitative Finance, Statistical Arbitrage, Financial modeling and programming
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Follow us as we build StatArb's track record. See our model seek double digit returns with a 7% volatility. Visit
May 4, 2011
The support line Richard di...
U.S. Markets: What a Difference a Week Makes
Making money in August: MTD StatArb +3.02% vs. S&P 500 down 13.37%
So far so good in June. StatArb +0.61% MTD vs. S&P 500 down 5.93%
Rough start for June? StatArb -0.29% vs. S&P 500 down 2.28%
May Track Record for our StatArb strategy
Down day = Good day? StatArb +0.10% vs. S&P500 down 1.11%
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