Looking at a performance chart of Kerrisdale Capital and recognizing the partying ways of Sahm Adrangi, one can see systematic pattern trends emerging. Those patterns include volatility deviation, strong trend momentum and, as of late, fading strength of trend. Adrangi also likes tacos and overdraft fees, a Kerrisdale Partners third quarter report to investors reveals.
Analysing Kerrisdale's returns performance from an algorithmic, systematic CTA perspective
Kerrisdale started its positive trending environment in 2009. With just three months performance the Yale grad generated incredible 36.6% reported returns for investors. This above market performance was quickly followed by a near doubling of yearly returns to 62.5%.
On a relative basis, however, his...
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