Pan-Asia Catalysts/Events, Quiddity Advisors

Travis Lundy

HK Type 4 license through Ballingal Investment Advisors Ltd. ("BIA" or "BIAL")

BACKGROUND
I have 20+yrs experience in Asia doing alternative strategies (i.e. non-delta1 non long-only) in fixed income, equity derivatives, and activist/catalyst/event-driven and long-short equity strategies with most of that time spent managing money. 

4 years in fixed income macro, 8 years running internal hedge fund and 4yrs investment banking at Citi in Japan, 3 years running an Asia multi-strat portfolio at a hedge fund, 4+yrs as an independent special situations analyst.

Pan-Asia Catalysts/Events

Quiddity Advisors

Thematic (Sector/Industry)

United states Consumer discretionary / Thematic (Sector/Industry)

<p>Over the observable past using Broad index data, Russell 1000 and Russell 2000 sector index data and Fama-French "6-portfolio" data (the data intersections of small cap and large cap with Value, Neutral, and Growth profiles) per <em>'decade'</em> (10-day period), seasonality data suggests that Q4 in the US market has...</p><ul>
<li>a higher win/loss ratio than the average of Q1-Q3 for the broader indices.</li>
<li>a pronounced pattern of better win/loss ratios as the quarter advances, culminating in the best overall win/loss…</li>
</ul>

Over the observable past using Broad index data, Russell 1000 and Russell 2000 sector index data and Fama-French "6-portfolio" data (the data intersections of small cap and large cap with Value, Neutral, and Growth profiles) per 'decade' (10-day period), seasonality data suggests that Q4 in the US market has...
a higher win/loss ratio than the average of Q1-Q3 for the broader indices.
a pronounced pattern of better win/loss ratios as the quarter advances, culminating in the best overall win/loss…


US Equity (Bias & Sector) Seasonality:  Q4 Trends