Intro

Systematic short-term trading program, “PlusPlus Global Alpha”, is designed to exploit the behavioral inefficiencies of market participants. Portfolio consists of over 30 strategies, and trades over 60 liquid futures markets. Current capacity is $800mm. Average holding length is 4.5 days.

How to design futures strategies that exploit behavioral biases “Markets change, but typically, people don’t.”

Small things count big time in quantitative trading: Why Kapil and his team spent years to develop their own proprietary technological infrastructure instead of buying off the shelf solutions. How a proprietary backtesting platform allows for better strategy development. Only “clean” data is good data: How the investment of spending six months to build an implied volatility database had paid off.

Portfolio construction: How to achieve the highest risk adjusted return in LIVE trading. The Dominance of the S&P 500 and how to deal with it.

Does the “Rise of the Machines” create more or less behaviour biases in the markets?

Strategy aims to have strong performance in equity market corrections.

Inclusion of the PlusPlus Global Alpha strategy in a

“Doing a couple of things differently from the hedge fund community.”

Why risk management comes first

How to build a lasting, great business. Leadership

Why the Star Culture, prevalent on Wall Street and Silicon Valley, isn’t producing the best results