Equity Quant > Welcome
This web site contains information about the quantitative research and trading activities of Lyncestis LLP, a quantitative trading advisory firm. It is presented for informational purposes only.
Our trading programs are available to Accredited Investors, seeking absolute returns with low volatility and low correlation to the traditional equity investments. We did the hard work for our clients - our proprietary computerized trading models, based on quantitative analysis, statistical arbitrage and risk management, extract profit from chaotic price movements and enables excellent risk adjusted returns.
We currently offer the following managed account programs:
EQ-100 - Equity Trading Program
SP Quant - Index Trading Program
EQ-100, our long/short portfolio trading program:
Analyses a stock portfolio of 100 most highly capitalized US companies;
Calculates daily position size adjustments, with precise portfolio component weighting and position size management;
Trades a long/short, market neutral portfolio;
Monitors portfolio composition and reports the performance on monthly basis.
SP Quant, our S&P 500 Index trading program:
Trades SPY (S&P 500 Index tracking ETFs) and options on SPY;
Calculates daily position adjustments and intraday stop levels to the combined, SPY ETF/options portfolio
Trades this two component portfolio, keeping a minimal long market bias;
Monitors the portfolio and reports the performance on monthly basis.
Lyncestis LLP wants to put its skill to work for you. Thank you for taking the time to visit our web site.
The distribution of the information contained on this Web site in certain countries may be restricted by law and accordingly, persons who access it are required to inform themselves and to comply with any such restrictions. This information does not constitute an offer or solicitation in any such jurisdiction in which such offer or solicitation is not authorized or to any person to whom it is unlawful to make such an offer or solicitation.
Persons availing themselves of the services mentioned should inform themselves as to: (i) the legal requirements within the countries of their nationality residence or domicile; (ii) any foreign exchange requirement which they may encounter; and (iii) the income tax and other tax consequences which might be relevant to the acquisition, holding or disposal of any investment.
Information has been compiled from sources believed to be reliable, but is not warranted to be accurate or complete. All recommendations and comments are provided for general interest only and should not be construed as personal investment advice. Professional advice should be sought as to how to translate general research such as that which appears on this site into recommendations that are suitable for individual portfolios. The price of securities and the income from them can go down as well as up and the amount originally invested may not be received back in full. The past performance of a security or market is not necessarily indicative of future trends. Opinions and recommendations are given in good faith, but without legal responsibility and are subject to change without notice. EQUITY TRADING INVOLVES SIGNIFICANT RISK AND IS NOT SUITABLE FOR EVERY INVESTOR.