Hit Ratio Of 90% And Sharpe Of 8: New Solution To Old Problem

Investors know that managers researching and operating away from the crowds can sometimes come up with an impressive, new solution to an old problem. Baris Kaya has just done that. While many researchers and strategy developers have given up on market timing strategies, after years of work, Baris seems to have discovered a remarkable methodology.  Developed in Bodrum, Turkey, his FX strategy turns out having a hit ratio of 90% (75% hit ratio when applied in equities) and a Sharpe of 8 …

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In this Opalesque.TV BACKSTAGE video, Baris shares more details about his market timing methodology, its application in different asset classes, and how he came to develop it:

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  • Short term, but not high frequency: Edge is on the timing side
  • FX strategy live since March 2016 with 20% rate of return
  • Risk management and leverage: a conservative strategy
  • Promising application of market timing methodology in equities

Baris A. Kaya has worked for local and international brokers for 13 years and decided to set up his quantitative research house in 2013. Since then he is developing systematic strategies trading all asset classes. By the end of 2015 his research had led to fundamental breakthroughs which changed the way he viewed and traded markets. Since March 2017, he is registered with the CFTC  and a member of NFA as a Commodity Trading Advisor(CTA). His FX program is often top ranked on a range of emerging manager platforms.

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