New Investment Model

I've been working on a new investment model that builds on my knowledge and past experience as a market-maker, prop trader and equity fund manager. The model is currently looking at investment opportunities in ASX listed products (stocks, ETFs etc), but in time will be expanded to other markets and products.

I have so far developed model portfolios based on an ASX long-only investment strategy and an ASX long/short investment strategy. I commenced the portfolios on 10 August 2015 and am very pleased with the results (see below charts).

As of today (23 Sept 2015) the long-only strategy has returned +7.42% (net of transaction costs), which is +15.31% ahead of the ASX 200 Accumulation Index. The long/short strategy has returned +19.95% (net of transaction costs), which is +27.84% ahead of the ASX 200 Accumulation Index.

Importantly, the ASX long-only investment strategy has a volatility of 11.1% compared to the ASX 200 Accumulation Index volatility of 24.2%.

Note: these strategies represent 'model' portfolios based on the output of my investment model. These are not funded portfolios.