Georgica was founded in 1996 by Jonathan Glass. It is currently building StatArb Studio, a software platform for developing high frequency intermarket algorithmic trading strategies for stock, futures, and currency markets. StatArb Studio automates detailed backtesting of spread, basket, and quasi-arbitrage trading systems across multiple instruments and asset classes, and it supports flexible portfolio position limits within bands of market neutrality.
Georgica used software it created near its inception to develop largely systematic trading strategies with which it managed funds for institutional and large individual investors. Georgica was registered with the National Futures Association as a Commodity Pool Operator (CPO) from 1997 to 2006 and as a Commodity Trading Advisor (CTA) from 1999 to 2006. Its flagship Diversified Program never had a drawdown greater than its average annual return.
Also see http://www.linkedin.com/in/jonathanmglass |