signal manager: FIT
overview
- track record:
- AUM / AUA:
- Up to 50 million USD
- model types:
- trend-following
mean reversion - asset classes:
- main office:
- USA, east coast
description
Codename FIT is a US-based quant manager founded by one of the most capable persons in the CTA space. The founder has more than 30 years of experience building systematic strategies at different hedge funds and evaluating other hedge fund managers' strategies while acting as a fund of hedge funds allocator.
FIT's model applies multiple, relatively uncorrelated approaches to create a diversified product over several time-horizons (short to long-term) for additional diversification. Contrary to many other CTA’s, a significant part of the underlying models is mean-reversion driven.
FIT's trading signals perform particularly well in the forex and cryptocurrency markets, and have been running continously since 2013.
Signal Models
Name | Model | Asset classes | Time horizon | Direction | Frequency |
---|---|---|---|---|---|
FIT Adaptive Trend-following with mean reversion | Diversified | FX, Crypto | Short to mid-term | Long-short | Daily |