Fund Overview
CR-Wellington AI Fund SPC/SP1 is an open-ended investment fund, of which the reference currency is US dollar, aiming to deliver a positive absolute return. The Fund utilizes Market Neutral Strategy, including cross-border Pure Arbitrage & highly correlated Spread Trading, which can be automatically executed by the state-of-art trading system that is equipped with Direct Market Access capability, links up 20+ major Exchanges worldwide, and monitors 1000+ pairs of financial instruments in real time 7 x 24.
Moreover, the Fund deploys Artificial Intelligence to determine the profitable range of price volatility and capture the arbitrage opportunities. Along with the High Frequency Low Latency connectivity, huge amount of tiny profits can be captured and accumulated to realize the investment objective for the investors.
Market Neutral Strategy
Seeking profit from both increasing & decreasing prices in one or more markets, while attempting to completely avoid some specific form of risk. It aims to capture the profit from the short-term price differences or value deviations without directional bias.
FinTech Innovation
Exploiting the automated trading system with direct market access (DMA), which is connecting the Exchanges globally and can automatically execute the programmed algorithm. Applying Artificial intelligence to forecast the volatility of price differences among the targeted pairs of instruments.
Diversify Markets, Maximizing Profit
In the recent disruptive era that the geographical, political and ideological stability are deteriorated, and hence the global financial markets are fluctuated too. Cross-border Arbitrage neutralize the effect of worldwide market fluctuation and maximize the profit opportunity.
Pure Arbitrage
Whenever short-term price differences are detected between a pair of 100% correlated instruments, the programmed algorithmic strategy (buying low & selling high across exchanges to lock up profits that to be realized when the difference of the instruments’ prices converges) would be automatically executed.
Artificial Intelligence
Trading data is fed to Neural Network for recursive training in 30 minutes interval. Value Network provides the weight for different time-series data. Policy Network forecasts the profitable range of volatility and controls residuals. Perfectize the order placing and maximize the utilization of AUM.
Spread Trading
The trading algorithm is based on the statistical models developed upon pairs of highly correlated instruments, for example SSE 50 Index Futures vs. SGX FTSE A50 Index Futures; TAIFEX Taiwan Index Futures vs SGX MSCI Taiwan Index Futures. Whenever the Value Deviation is profitable, the algorithm will execute the trades instantly.
High-Frequency Trading
The in-house developed Automated Trading System can stably execute each transaction in 50 microsecond (i.e. max. 20,000 transactions per second), leading in Asia. With this absolute advantage in technology, China CR Capital consistently generates the continuous return for investors by adopting the risk-controlled arbitrage strategy.