The document outlines the trading assumptions and strategies of ATorus, LLC, including entry/exit timing, price data usage, position sizing, directional bias, position screening, portfolio size, allocation between global macro instruments and listed equities, dividend handling, and FX risk management. The strategy involves closing positions over five days, using VWAP prices, and sizing positions based on dollar risk and volatility. The screener for equities starts in 1995 with a minimum market cap of $10B, appreciating annually. The portfolio includes global macro instruments and listed equities, with risk allocated equally between them. FX risk is hedged via spot transactions.
documents/EFTA00292767.pdf
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