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Matthias Knab, Opalesque: In December, Amplitude Vivace's A share class returned 4.32% with strong
results from the vast majority of sectors and instruments, bringing the 2018 returns to 42.74%, according to a report obtained by Opalesque. Zug, Switzerland based Amplitude's total AuM stands at $ 1373.8m with most of the assets in its "Klassik" strategy.
The Vivace strategy trades via both managed accounts and the Amplitude
Trading Strategies Fund Limited highly liquid global cash equities and single equity derivatives, including CFDs.
As a systematic investment manager, also this offering from Amplitude is systematic, directional and fully automated with an emphasis placed on
extensive technical analysis of real-time price data and sophisticated portfolio
management, seeking short term market trends and mean
reversion opportunities across multiple time frames.
According to the report, the Vicace trading system "looks to exploit non-random effects that can be captured to
achieve profitable trades. A recursive optimisation routine optimizes the free
parameters of all formulas. The
average holding period is about 3 days with a target volatility of 12% p.a."
For December, the best sectors were the IT and Consumer Discretionary sectors. Within the IT names were two out of the top five names overall. The system went short Micron Technology very
early and locked in all gains until the end of the month, where it switched to
the long side. Amplitude said its pos...................... To view our full article Click here
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