AI Hedge Awards 2017

44 Acquisition International - Hedge Fund Awards 2017 SRB Capital Management Worldwide Capital Strategies: Offering Excellence in Managed Futures Investing SRB Capital Management Worldwide Capital Strategies is a CTA offering managed futures clients a broad array of cutting-edge algorithmic trading strategies backed by the experience of a broker with more than 40 years in the futures industry. We caught up with Founder Thomas J Reavis to find out more. Company: Worldwide Capital Strategies, LLC Name: Thomas J Reavis Email: Web: Address: 15188 Brolio Way, Naples, FL 34110 Phone: (239) 596-8294 HF170083 Worldwide Capital Strategies offers top-performing trend-following systems trading on multiple time horizons. By trading over 23 different commodities, multiple currencies, and the S&P index, the firm’s CTA clients have the ability to achieve true portfolio diversification. Tom outlines the firm’s core focuses and the strategies it employs to achieve these. “At Worldwide Capital Strategies, LLC we are passionate about generating the highest possible risk adjusted returns. An industry leader since inception in terms of compounded ROI, our CTA has shown that high returns is not necessarily synonymous with high risk. We have always operated with a strong risk management bias. Every position is immediately protected by a money management stop loss which averages about 1.7% risk per trade. Our margin to equity ratio is averaging a comfortable 14% and our Sortino Ratio is an impressive 1.46 cumulative. “Diversification into all sectors of the economy is central to our approach, and as such we currently trade 23 futures contracts. As an emerging CTA, we have the opportunity to catch the big moves that develop frequently in markets that very large CTAs just can’t trade in. We are not predictive. We are reactive. We are agnostic to market direction so we will be short markets just as frequently as we are long. Some of our biggest profits come in markets that no one is paying much attention to or where there is a strong one sided sentiment which ultimately proves to be wrong. The Macro-World Program is trend-following, using multiple time frames and multiple methodologies to generate a smoother equity curve. It is 95% systematic with a 5% discretionary money management overlay.” As Founder and Head Trader, Tom maintains a substantial portion of his own net worth in the CTA, which highlights his confidence in the firm’s strategy. He has over 45 years of experience in the commodities business. Tom was one of only 525 Full Members of the Chicago Mercantile Exchange for over 30 years and has been developing and trading commodity futures systems for family and friends since 1984. Fundamentally, he believes that “changes in order flow are often a precursor to large directional changes in the market. My indicators often warn of impending volatility before chartists and pattern recognition programs pick up the change. The Macro-World system is a long volatility strategy, which makes it a wonderful addition to the standard stock and bond portfolio. “Ultimately, while many in the Alternative Investment space offer diversification to the standard stock and bond portfolio, the Macro-World Program, with its very low correlations, allows our clients to build “all- weather” portfolios that are more resilient, and have a higher probability of achieving their long-term objectives than traditional portfolios of just stocks, bonds and real estate.”