Garrett Asset Management, LLC. Sentiment-drive systematic trading - - PowerPoint PPT Presentation

garrett asset management llc
SMART_READER_LITE
LIVE PREVIEW

Garrett Asset Management, LLC. Sentiment-drive systematic trading - - PowerPoint PPT Presentation

Garrett Asset Management, LLC. Sentiment-drive systematic trading Company Classification Elliot Noma, Ph.D. noma@garrettassetmanagement.com 646-932-7651 QWAFAFEW October 9, 2012, Princeton 10 years of daily returns Garrett Asset Management,


slide-1
SLIDE 1

Garrett Asset Management, LLC.

Sentiment-drive systematic trading

Company Classification

Elliot Noma, Ph.D. noma@garrettassetmanagement.com 646-932-7651 QWAFAFEW October 9, 2012, Princeton

slide-2
SLIDE 2

Garrett Asset Management, LLC noma@garrettassetmanagement.com 646-932-7651

10 years of daily returns

2

slide-3
SLIDE 3

Garrett Asset Management, LLC noma@garrettassetmanagement.com 646-932-7651

10 years of monthly returns

3

slide-4
SLIDE 4

Garrett Asset Management, LLC noma@garrettassetmanagement.com 646-932-7651

10 years of quarterly returns

4

slide-5
SLIDE 5

Garrett Asset Management, LLC noma@garrettassetmanagement.com 646-932-7651

2 years of daily returns

5

slide-6
SLIDE 6

Garrett Asset Management, LLC noma@garrettassetmanagement.com 646-932-7651

Risk-return for 10 years

6

slide-7
SLIDE 7

Garrett Asset Management, LLC noma@garrettassetmanagement.com 646-932-7651

Risk-return for 10 years

7

slide-8
SLIDE 8

Garrett Asset Management, LLC noma@garrettassetmanagement.com 646-932-7651 8

Disclaimer

This is the property of Garrett Asset Management. No disclosure may be made to third parties regarding any information disclosed in this presentation without the prior permission of Garrett Asset Management. This document has been provided for educational purposes only. No representation or warranty is made as to the accuracy or completeness of the information contained in this document.

slide-9
SLIDE 9

Garrett Asset Management, LLC noma@garrettassetmanagement.com 646-932-7651 9

Contact information

noma@garrettassetmanagement.com www.garrettassetmanagement.com Garrett Asset Management, LLC. 800 Third Avenue, 22nd floor New York, New York 10022 646-932-7651 http://www.linkedin.com/in/elliotnoma

Elliot Noma, Ph.D. Managing Director