ESTABLISHING SOVEREIGN WEALTH FUND. ZAFER ULGEZ, DMS Derivatives Markets Specialist, CSI, Canada,...

ESTABLISHING SOVEREIGN WEALTH FUND

ZAFER ULGEZ, DMS

Derivatives Markets Specialist, CSI, Canada, 2010

CFA program completed, CFA Institute, 2012

Financial advisor, Industriell Alliance, Canada, 2009-2010

Trader (NYSE, CME, ICE) 2010-2013

Developed Albatross algorithm, 2012

Developed Snowy Albatross algorithm, 2014

SOVEREIGN WEALTH FUNDS

A sovereign wealth fund (SWF) is an investment fund managed by a government agency on behalf of a nation or sovereign state

Sovereign wealth funds have gained popularity in recent

years

ALBATROSS ALGORITHM

5% allocation to Albatross algorithm increases annual portfolio return

more than 100%

Annual return of S&P 500: 3.73%Annual return of Albatross: 72.31%

SNOWY ALBATROSS ALGORITHM

IMPROVED VERSION OF ORIGINAL ALBATROSS

ALGORITHM

MORE LIQUIDREDUCED RISK

HIGHER RETURN

MAIN ADVANTAGE

0

10

20

Retu

rn %

Yamaska Invest offers to improve the total

return of SWF by 200%.

It means 3 times more capital to inject to

national corporations

SOME TARGET COUNTRIES / STATES

COSTA RICA CZECH REP. ESTONIA

FINLAND ITALY QUEBEC

FINANCIAL PROJECTION

Year 1: Prototype

Year 2-4 (optional): Establishing track record

Year 5+: Sovereign Wealth Fund

• Assumed initial funding of 10 billion USD

• Royalty: 1% of AUM

• Performance fee: 10%

• Since SWF will be managed by government agency, there is no management fee but royalty for the algorithms.