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Alternative Market Briefing

Szesny & Seifert Capital debuts boutique CTA fund

Friday, August 31, 2018

For New Managers:

Dominik Szesny and Manuel Seifert first met each other at Warwick University, when they were studying quantitative finance. After a brief period where they were both working in professional careers, the two former classmates have come together to form Szesny & Seifert Capital, a boutique CTA.

Szesny & Seifert Capital runs a medium-term trend following program that trades approximately 70 futures contracts across all asset classes. The firm is further looking into ways to complement its positive skew strategy.

Dominik Szesny tells Opalesque New Managers that the fund's entire IT and trading infrastructure is all proprietary. The firm created the systems from the ground up and maintains full ownership. "We have worked carefully to build a technology platform and algorithm that helps us to make informed trading decisions and do smaller trades other funds may not be able to make," he says.

The program is designed to find trading signals that are both economically and statistically significant. Manuel Seifert adds that by focusing on the mediumterm time horizon, the program can make these trades without some of the costs associated with long and short-term trend following.

CTAs have had difficulty maintaining investor interest in recent years as performance has been uneven. Trend followers had their worst loss on record during February of this yea......................

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