Alpha Engine


As a Commodity Trading Advisor registered with the National Futures Association, The Tape Reader LLC specializes in the development of trading models for QEP investors that are looking for Absolute Return with a low correlation to traditional investment vehicles such as debt and equity securities as well as traditional long-term trend following CTAs.

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Investment

Case

A diversified intermediate-term trend following model that trades futures is the ultimate response to the investment community’s call for uncorrelated alpha.
This is due to two factors:

First

The trending nature of markets is one of the most well documented facts in the history of markets.  There are many reasons for this, but the most basic factor is that imbalances of supply and demand result in sustainable trends.

Second

The inclusion of commodity futures offers a strong diversifier (low correlation) to traditional investment vehicles including debt and equity securities.
We feel that long-term trend following models are already well represented in the field of alternative investments.

By contrast

Intermediate-term trend following models are not represented in the alternative investment universe and this is specifically where our investment solution adds value.

Investment

Solution

“ABSOLUTE RETURN ALPHA STRATEGY” is a proprietary systematic managed futures trading strategy which trades all four major futures asset classes: Commodities, FX, Interest Rates and Equity Indices.

The strategy includes two complementary proprietary trend-driven trading models that work in tandem to identify opportunities across a diversified basket of the most liquid trading assets:

The Trend Breakout Model

Buys or sells technical breakouts, thereby ensuring participation in every major trend.

The Pullback Trend Model

Buys or sells short-term and/or intermediate-term pullbacks within the context of the major trend.

With no long-term bias to any market

We trade short-term as well as intermediate-term corrections within the context of the longer-term trend, (along with trend-following breakouts) and are therefore uncorrelated to both “long only” investment strategies as well as traditional long-term trend following managed futures funds.

About the principals

Nour ZEKHMI

CEO

15 years experience as a trader and serves as CEO, director of operations and marketing of The Tape Reader LLC.

Richard Weissman

CRO

Nearly 40 years experience as a trader and risk manager and serves as CRO and head of systems development for The Tape Reader LLC.

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RISK DISCLAIMER

Any document downloaded or provided here do not constitute an offer to sell, or a solicitation of an offer to buy, a partnership interest in any investment described herein. No such offer or solicitation will be made prior to the delivery of the applicable offering memorandum and other materials relating to the matters referenced herein. The information herein reflects the views of The Tape Reader LLC. No representation or warrant is made by any entity or any other person (including any of its agents or representatives) as to the accuracy or completeness of the information contained herein. There is no guarantee that any forecast or opinions in this material will be realized. The views expressed herein may change at any time subsequent to the date of issue hereof. Only those particular representations and warranties which may be made in the definitive agreements relating to the CTA when, and as if executed, and subject to such limitations and restrictions may be specified in such definitive agreements, shall have any legal effect. This document is provided on a confidential basis. Accordingly, this document may not be reproduced in whole or in part, and may not be delivered to any person without the prior written consent of the author. The strategies described in this presentation are non-traditional approaches to investing and may contain a great deal of risk.

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