SGCM Partners Ltd. Is licensed investment management company specializing in development and execution of algorithmic trading strategy predominantly in FX. As a part of portfolio expansion program, we are offering up to USD100k investment into algorithms of the talented quantitative researchers. We are looking for alpha capturing algos in the following areas: equities, Spot FX, index and commodities futures. The minimum Sharpe ratio must be at least 2.0. Real money trading history would be beneficial, but historical modeling results are also accepted .
First round candidates will be required to send short description of the algo along with historical\real performance data (CSV file with the following columns, Liquidity source , Asset,Volume, Operation, timestamp with ms precision, Price).
Second round candidates will be required to send compiled modules to the company for further tests.
Third round candidates will be able to gain exposure to our clients base and profit from the performance and management fees.
P.S. Please do not hesitate to contact me for further details.