We trade futures and options on the following underlyings:
Spada Capital's proprietory trading activities are specialized in trading futures and futures options contracts, or often called alternative investments. Our trading is based upon a cumulative 20 years of experience in international futures markets, where we have achieved average net annual returns of approximately 20-40%, depending on particular strategy. We invest only our own equity and sometimes attract debt capital.
Our trading approach is a successful combination of systematic, technical, the interpretation and analysis of economic and other fundamental data and use of discretion by our traders. We employ multiple trading strategies to earn profit - we can do directional trades by going short/long in futures or futures options contracts based on signals from relevant indicators and their analysis; we can exploit arbitrage opportunities when some markets loose equilibrium due to surprise events or low liquidity; or we can choose not to trade at all, at times when short-term risks in our opinion outweigh potential return.
The decision to open a position or close it depends on a variety of indicators and complex mathematical models that we have developed over years and that we constantly monitor. Our approach is approximately 60% technical and 40% fundamental. A key component in our trading success is a systematic hedging strategy and risk management, which we employ real-time in order to avoid significant losses that might be potentially caused by adverse political or economic events, or terroristic acts. In some cases, such hedging strategy might somewhat lower the absolute return we create on the capital invested, yet it has proved to provide a much-needed cushion, especially at times when prominent hedge funds, our main competitors, could be suffering tremendous losses.
Spada Capital trades most of the liquid US futures markets like CME, CBOT, NYMEX, COMEX, GLOBEX and others, with products ranging from stock indices, currencies, treasuries, energy, grains to metals and other commodities. We are also involved in Hong Kong, Tokyo and London futures markets, though to a lesser extent.
Our trading programs have historically generated returns non-correlated to those of equity and fixed income investments. An increased volatility (i.e. the Asian or the LTCM crisis) which can cause stress to a typical stock and bond portfolio is often the best environment for our investment approach. Since we follow practically all liquid commodity markets, where some products are always experiencing high volatility, we tend to find opportunities which allow us to outperform classic investment products (stocks, bonds, and real-estate) even at times when they are booming.
We believe that a trading strategy can only be as successful as the discipline of the manager to adhere to its requirements in the face of market adversity. What it means in our case, as an example, is that the rules we have created are there to be followed, and when some positions move against us, we aim to limit the losses and move on. To the contrary to most of the large investment funds, we do not get (emotionally) attached to loss making positions in our portfolios, we close them swiftly and without hesitation.