YJW
A proprietary trading firm offering investment opportunities in systematic long-only and long-short strategy for large-cap US stocks, executed algorithmically.
2003-2022 C2C SIM
Long-Only: Avg return 51.84% p.a with 10.59% volatility. Top three, Sirius XM Holdings Inc (SIRI) 196.22%, Monster Beverage Corp (MNST) 121.72% and Advanced Micro Devices Inc (AMD) 112.55%. Bottom three, Kraft Heinz Co (KHC) -0.21%, Marvell Technology Inc (MRVL) -0.89% and Warner Bros Discovery Inc (WBD) -10.22%. Please download the file for further details.
Long-Short: Avg return 24.38% p.a with 2.29% volatility. Top three, American Airlines Group Inc (AAL) 47.01%, PG&E Corp (PCG) 43.67% and American International Group Inc (AIG) 31.52%. Bottom three, Autozone Inc (AZO) -13.25%, Booking Holdings Inc (BKNG) -36.98% and NVR Inc (NVR) -43.52% . Please download the file for further details.