Data Room Service Inc. has discontinued its prior line of businesses and will partner with AFR Funds L.P. to develop and launch various Investment Funds including a Quantitative Investment Fund.

We intend to offer 4 systematic quantitative trading strategies which are in the fund incubation phase.

AFR Quant Fund L.P. - Quantitative Systematic Computer Driven Trading Strategies include:

The Mr.Frank Anderson will serve as the “PM”, “Partner”, “Manager” of the Fund.

All strategies are currently in the testing phase with annualized 17 percent return on investment over 30 years and maximum draw down of 19.5 percent. The programs will trade in 100 futures contracts world wide across all asset classes. AFR Investments seek to capture capital gains though utilization of four systematic trading programs, “Alpha 1”, “Alpha2”, “Alpha 3”, “Alpha 4”. Each strategy holds several patents and other protected works.

Quantitative Systematic Computer Driven Trading Strategies include:

Alpha 1: Alpha 1 is a will attempt to extract gains from market trends though identification and execution of both long and short movements. Using statistical analysis the program will employ “machine leaning” to identify and stay out of unprofitable periods in the market which create whip saw eroding the funds overall return. Self identification of moving average divergence and breakout are some of the triggers for trend identification.  A modification of the current algorithm will be used for world equity markets given their high coloration. We believe such an approach will maximize investors returns during sharp movements in bear equity markets. 

Alpha 2: Alpha 2 seeks to exploit trend reversals using short, mid and long term statistical analysis to identify key entry and exit points. The program may hold positions for several seconds up to one month.  Identification of market inefficiencies leading up to reversals is accomplished thought the use of sensible hypothesis formulation combine with regression analysis. Through testing it is found  “Alpha 2” will become smarter and more efficient over time as it stores reference variables based on prior trade execution. In turn, these variables will contribute to enhanced and efficient entry and exits.

Alpha 3: Alpha 3 seeks to maximize investors returns based on identification of long-term trends in the agricultural sector based on statistical analysis and machine learning. Analyzing decades of data in seconds the program will formulate supply and demand hypothesis approach combine with technical analysis. Key factor of world supply and demand statistics will give “alpha 3” an edge on identifying and entering profitable

trends at the optimal time. Primary focuses are on 50 year weather patterns and crop cycles. Alpha 4: Alpha four will utilize combinations of random number generator, stochastic and Monte Carlo simulations to identify non-random events in the futures markets. Analyzing the trends on a daily basis the program seeks to identify arbitrate opportunities and exploit them until they are diminished. Several random number generators will be used in combination including the box- muller method. The program may engage in trading spreads in the same contract over different time periods.

We believe to be truly diversified in the market; one must be invested in many asset classes in addition to deploying several strategies across various liquid asset classes opportunistically. It is our strong belief through the utilization of proprietary computer models & decision systems the AFR Quant Fund L.P. can capture key trends, increasing returns, and thereby reducing position and portfolio risk.