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Portfolio Assets & Allocation
Mario Randholm has developed a sound strategy that limits systematic risk while focusing on maximizing profits through optimization of position Market Exposure and VaR (Value at Risk) . The trading strategy allows a minimum investments of USD 110,000:
We allocate between 2% to 4% risk of our initial capital to most trades until the available capital for investment reaches below 20% of the initial capital. From that point on, we start hedging the strategies with various systems to protect 10% of the daily expected risk (VaR 99.9%). At that point, we switch back to allocating 1 to 2% risk of the initial capital to every trade.
For example, if we start with $1,000,000, we invest $20,000 to $40,000 risk on every trade. As soon as the available cash falls below $200,000, say $180,000, we implement hedge positions investing 10% of VaR of this amount on every trade or $8,000 in this example. Once available cash exceeds $100,000 again (say $120,000), we switch back to the 2% to 4% risk of the initial capital as the position size or $20,000 to $40,000 VaR on every trade.This allows a well diversified portfolio.
- Kept biweekly records of risks and market data.
- Modified brokers arrangements.
- Real time risk information in derivatives became a trading edge.
- Improved algorithms, risk metrics and trading executions.
- Started managing positions by VaR, change in margin requirements and filtering trades by a success rate.
- Increased diversification to multilple strategies.
- Modified the entire risk calculation after Q1 results and incorporated real time data in the risk measures.
- Enhanced the report trading systems providing monthly transaction history for US Equities and ETFs.
- Added Commodities, FX and Derivatives to the weekly report system.
- Increased diversification by investment horizon and incorporate products with global exposure.
- The trading report system becomes real time with confirmations from exchanges in North America, Europe and Asia/Pacific.
- Increased diversification with intraday trading systems.
- Increased diversification trading more FX pairs and more futures products.
- Randholm & Co. is founded in Lima, Peru
- Randholm & Co. start trading for clients in Peru
- Enhanced trading systems
- Randholm & Co. goes social with RandBots.com
- RandBots.com expands internationally