Meridian Strategic Asset Management

A Registered CTA Specializing In Risk Management Through Alternative Investments
(888) 653-6040
 

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Research and Development History

Meridian Strategic Asset Management (MSAM) was established in May of 2004 to provide a corporate foundation for the Meridian Trade Selection Methodology.  The Meridian Trade Selection Methodology is a proprietary trading method develop through a deliberate six year, seven phase process that began in 1998.  The development phases progressed as follows: 

  1. Obtained and performed real-time analysis on hundreds of publicly available trade selection methodologies.
  2. Developed a proprietary performance analysis technique that facilitated the aggregation of single market and single method results into comprehensive portfolio results.
  3. Developed experimental proprietary risk management portfolios and performed real-time analysis of these portfolios.  This allowed us to examine how single markets and methods interacted with one another and to take advantage of any synergistic properties that existed between multiple methods as applied to multiple markets.
  4. Developed and documented the primary tenants of effective trade selection methods based upon empirical real-time observations and the analytical results of the first three phases.
  5. Developed the Meridian Risk Management Trade Selection Method.  More Details
  6. Developed a proprietary “portfolio performance analysis tool” (PortfolioBuilder 1.0™) to confirm or refute the performance results shown by industry-standard performance analysis techniques.  More Details
  7. Leveraged several extended capabilities (discussed in Appendix C) of PortfolioBuilder to create the Meridian Family of Risk Management Portfolios.  More Details

 


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All Material is Copyright Protected by Madison, Monroe, & Whitaker Investment Services, LLC © 2005

 

 - Information contained herein is the opinion of its writer and may change at anytime.
 - Futures and commodity trading involves substantial risk and may not be suitable for all investors.
 - Information obtained from external sources is believed to be reliable but are in no way guaranteed.
 - Past performance is not indicative of future results.

The CFTC requires that the following statement be made:

NOTICE: "HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.

ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.