Bayesian Efficient Strategic Trading, LLC

Best1 Strategy

PLEASE NOTE: DATA IS PROFORMA. ALL DATA IS PRESESENTED AFTER TRANSACTION COSTS AND BEFORE FEES---Description: The Global Macro Best1 Strategy is a highly liquid, long/short relative value strategy that invest in futures and forward equity, fixed income, energy, currency markets and governement bond futures of G-7 and other mature markets in Europe, Asia and N. America, and designed to provide returns that have a low correlation to global equity, fixed income and currency markets. Its performance objective is one month US dollar Libor + 900 to 1200 basis points annually or according to client specifications. Methodology: We use a four step, disciplined approach using both fundamental and quantitative information. Four Step Process – Using readily available fundamental and economic data, a proprietary Bayesian statistical model generates expectations of excess return, volatility of forecasting errors, and correlations among those errors. The model is a single integrated forecasting proprietary model that simultaneously forecasts all outputs. It is designed to recognize the interdependence of markets and the asset allocation decisions that investors make.