About Global Edge Capital Mgt.

• Global Edge Capital Management, LLC is an alternative investment manager that utilizes 100% systematic strategies, with long or short positions, through global futures contracts.
• The trading system employed is based upon mathematical algorithms derived from statistically based research into historical price movements.
• Our strategy analyzes only the price that reflects all the information available in the market.
• Global Edge Capital Management, LLC is constantly focused on the development of new strategies.

Long Term Strategy:

• Profits from long term trends
• Average Holding Period: 45 days

Medium Term Strategy:

• Profits from intermediate term trends
• Average Holding Period: 19 days

Short Term Strategy:

• Profits from short term movements in overbought and oversold markets
• Average Holding Period: 7 days

Risk Management
Stop losses are used in every trade to ensure a limited loss in each trade and are based on a robust volatility forecasting model and previous price levels.
Risk is defined as the theoretical loss from current price to the stop level, and is calculated on an individual trade level as well as in aggregate on a continual basis.

• Position level: each position has an initial risk ranging from 0.01% to 0.15% of our total equity
• Contract level: Max contract risk set at 1.3% (accounts for multiple systems trading the same contract).
• Sector level : each sector has a maximum risk of 5% of our total equity Market volatility is an important element in position sizing

Exchanges Traded
North America: Chicago, New York, Kansas City, Montreal, Winnipeg
Europe: London, Milan, Frankfurt, Madrid, Stockholm
Asia: Tokyo, Osaka, Hong Kong, Seoul, Singapore, Kuala Lumpur
Australia: Sydney
Africa: Johannesburg

Global Edge Diversified LP

Delaware Limited Partnership
Liquidity: Monthly
Minimum Initial Subscription: US$ 50,000
Additional Subscription: US$ 10,000
Management Fee: 2% per year, charged monthly
Performance Fee: 20 % per year, charged quarterly, with high water mark
Recommended Holding Period: 3 Years

Managed Accounts
Minimum Investment: US$ 500,000
Management Fee: 2% per year, charged monthly
Performance Fee: 20 % per year, charged quarterly, with high water mark
Recommended Holding Period: 3 Years
 

Principal
Gabriel Pellegrini was born in 1981. He attended Fundação Getúlio Vargas. In 2003, Gabriel began to trade his own capital, testing mechanical, rule based trading systems he developed in the futures markets. He conducted research regarding the technical and methodological aspects of strategies which the Global Edge trading program is based on. The goal of this research is to develop new strategies uncorrelated with the running models.

Click here to listen to Opalesque Futures Intelligence interviewed on Global Edge Manager.