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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.