Down day = Good day? StatArb +0.10% vs. S&P500 down 1.11%
May 11, 2011 4:22 PM ET
Prack's Blog
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Seeking Alpha Analyst Since 2009
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
Follow us as we build StatArb’s track record. Starting March 31, 2011 we deliver monthly updates on this market neutral strategy we've been succesfully executing for years. See our model seek double digit returns with a 7% volatility. View http://youtu.be/xJcX15uGjpU, e-mail prack@prack-am.com for an updated factsheet or visit our company profile on LinkedIn.
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