A year ago, some of my friends and I setup a fund to speculate in financial market with different kinds of instruments like future, commodity...etc. The result is shown in the figures below.
The result is far beyond my expectations, so I am very satisfied. Wish we can do even better in 2017.
Some goals in my mind are
- annual returns > 30%
- lower return correlation with stock market. Existing correlation ratios are 0.26 against TW index and 0.22 against A50.
- volatility smile curve. Monthly returns could be positive in extreme bad and good market conditions.
To achieve these goals, we need to develop new strategies in different styles or apply existing strategies to new markets. The former shall be the main focus in 2017 1H.
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