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HERE'S WHAT WE DO
Samara Global is an Australian-based multi-asset investment firm focused on a quantitative approach.
Our proprietary strategy continuously applies an inventory of trading algorithms to our portfolio at market-adaptive allocations.
Our diversified, quant-based/adapted, and algorithmically executed strategies span across multiple asset classes and industry sectors.
MARKET STRATEGY
Samara Global's algorithm is built from the confluence of multiple uncorrelated strategies, each with their own risk allocation based on historical data and projected risk to return viability.
We take pride in diversifying but not limiting our alpha generation to the markets of currencies, commodities, real estate, equities, and derivatives.
HOW WE COMAPRE
Private investment funds employ a wide range of strategies.
Samara Global’s offerings excel in intraday and short term trading strategies that span across multiple asset classes. Our strategies constantly adapt to exploit market inefficiencies, whether it be in multi-type arbitrage or Quant/technicals-driven algorithmic execution.
We employ a basket of over 30 strategies that constantly re-allocate their exposure to the portfolio based on our propriety scoring system.
CASE EXAMPLE
Impressive Profits:
Starting with an initial deposit of $8,000,000, the strategy generated a total annual profit of $12,283,858.
Calculated Risk Increase:
At the investor's request, the strategy incorporated a higher risk exposure per trade. Importantly, this increased risk remained well below our maximum emergency stop loss, ensuring measured risk management.
Highlight:
This strategy demonstrates the potential for amplified returns when strategically adjusting risk parameters, while still maintaining a significant buffer below typical market risk levels.
Disclaimer: Past performance is no indication of future performance. This does not constitute financial advice.
STRATEGY PRINCIPLES
ASYMMETRIC RISK STRATEGY
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