| The Calendar
Risk Arbitrage Fund
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The new Digital Portfolio Theory allows the investor to find optimal efficient portfolios that satisfy restrictions on calendar and long-term memory. This suggests a new class of market neutral hedge funds that arbitrage pricing anomalies related to time interval differences. Presidential effects, January effects, summer effects, and quarterly effects can be exploited by taking simultaneously long and short positions while not taking any net systematic risk. The Calendar Risk Arbitrage Fund is the only fund using this unique time arbitrage strategy. If you are interested in learning more about this new startup investment management fund please contact PSS. |
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Disclaimer
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This is not an offer to sell,
or the solicitation of an offer to purchase an interest in the Calendar
Risk Arbitrage Fund. |
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For more information : kenjones@portfolionetworks.com |