SOLUTIONS
Executive Summary
CQA is an asset management company that extends, adapts and applies cutting edge machine learning methods, combined with human intelligence, to identify high alpha, low risk equity portfolios, selected from an analysis of thousands of companies using hundreds of fundamental performance metrics. Our methods adapt to changing company fundamentals and market conditions, enabling us to maintain high alpha by periodic changes in the portfolios. Our initial strategies focus on long and long/short funds. A 20-year backtest of our high liquidity ($0.5B) long portfolio indicates an annualized alpha (S&P500 benchmark) of 10.8%, with a downside risk of 8.4%, compared to an S&P500 downside risk of 11.4%. During the same period the long/short backtest had an alpha of 15.6% and a downside risk of 3.4%. The 2008 drawdowns in loss and duration for the long/short CQA Fund and S&P500 were, respectively, 9% with a duration of 1 quarter, and 48% with a duration of 21 quarters. The founders intend to make a real money investment in the long/short portfolio, beginning in Q3, 2016. A real money investment in the long fund by the founders in October 2015 has returned 12.5% as of 1 April, 2016, compared to the SP500 return of 4.1% during the same period. These results should be considered lower bounds, since a number of methodological processes that have the potential to improve performance have yet to be explored.
CQA will target high net worth and ultra-high net worth individuals in the first few years, and add institutional investors and mutual funds after Year 3. CQA is seeking one-time equity financing in the amount of $500K. Financial projections indicate that investors in the Company can expect to realize an annualized return of more than 100% within 3 years, by selling their shares back to the Founders. The CQA platform is unique, very difficult to duplicate, and easy to extend in new directions. The reality of a hedge fund industry that is large (AUM that is greater than $2 trillion) and struggling (returns well below common benchmarks) makes this a propitious, and perhaps unique, moment to invest in a forward-looking company with an innovative approach to investing that emphasizes the methodologies of the future.
CQA is actively seeking partners who will take a full-time role in managing the growth of the Company.