The Minyma Fund (In Progress)
Why the Minyma Fund?
The Minyma Fund offers simplified hedging and high returns of capital with tailored risk-return ratio based on the client’s risk appetite by customizing the combination of lower and higher risk strategies. We provide a long term, sustainable and ethical alternative to current investment practices that differs from the current hedge fund norms. Our fund’s algorithm is built to outperform competitors as well as to present a gradual progress in highly volatile markets.
- Market neutrality
- Multi-strategic investment
- Simple risk-reward customization
- Algorithmically diversified portfolio
Our fund consists of multiple approaches ranging from standard long-term investments to highly optimized algorithmic white box systems. We have a preferred blend of these strategies that we present on this site in detail. However, our clients have the freedom to choose a profile based on their risk appetite. Further details can be found in the Customization section.
A key differentiator of our technology is that it consists of data-science, and probability theory-based market-neutral algorithms over direct investments into specific assets. The goal of these strategies is to exploit the market’s volatility by custom developed quantitative tools. To reduce risk and exposure to unfortunate market movements we developed these formulas so that they are uncorrelated in the long run.
PerformanceGrowth of hypothetical $10,000
We expressed our results first of all through several years of simulations then fortified the performance of our solutions by entering the live markets. As we have presented on the chart, the live returns match the simulated ones with insignificant deviation.
The Minyma Fund achieves a win ratio of over 40% which accounts for the most valuable trades, thus achieving the profit factor of 1.26. Our technology has relatively short drawdown periods compared to the major indices. Though our standard deviation is higher than the benchmark on account of the competitive returns, when it is calculated on the balance change (expressed in percentage) this difference becomes negligible. To provide some insight into our risk management we present a risk of drawdown at key levels. Our Sharpe and Sortino ratios were calculated considering a 365 day trading year, with a 2% and 25% risk-free rate. In view of the market drawdowns that arose during the running period of our program we showcased a low correlation to the benchmark.
Since our system performs most safely and successfully on highly volatile markets we have focused on allocating more on these types of activities. We decreased positions in conventional long-term trading assets and instead we emphasize emerging innovations and financial instruments.
Our Research Process
At Minyma Technologies we focus on creating algorithmic pipelines that automatically explore inefficiencies in the financial markets by finding local minimums in a multi-dimensional parameterized hyperspace and by selecting clusters of algorithms in multiple positions, thus resulting in an aggregate low-risk algorithmic portfolio. We dedicate special emphasis on accurate simulations, execution and on avoiding overfitting.
Below we present the investment profiles our clients can opt into ranging from low to high risk-return ratio. Each of our profiles differ in the allocation distribution and leverage usage. In our recommended setup (middle) we do not use leveraged instruments and borrowed capital.
Adjust the slider to select risk profile.
We charge a 2% flat fee plus a dynamic performance fee. Our dynamic fee means that we charge our clients based on how well the fund performed. The sole purpose of this fee structure is not having high costs if we fail to outperform the market. The table below represents our fee for a given return at the end of the year.
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About achieving these returns
Producing exceptional results comes with a price in scalability. Our returns are achieved by trading on highly volatile markets like commodities and crypto currencies. We have an upper limit in the USD 100M domain where the fund can no longer perform as well, however, currently the Minyma Fund is a great opportunity for a high profit investment. As our research progresses we constantly add new uncorrelated algorithms to reduce our impact on the market.
The materials on this website are for illustration and discussion purposes only and do not constitute an offering. An offering may be made only by delivery of a confidential offering memorandum to appropriate investors. Please contact our associates for an offer. PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RESULTS.