Akihiro Niimi, MFTA
President | AIFAM Asset Management Co
Mr. Niimi is a president of AIFAM Asset Management Co. Ltd that works with large institutional investors on their alternative investments in Japan. Before joining AIFAM, he has developed and managed hedge fund type portfolios as well as traditional long only portfolios based on his quantitative approaches at various investment banks and securities firms in the United Kingdom, U.S.A., Singapore and Japan. Whilst at Mitsui Sumitomo Trust and Banking, he conducted due diligence for the alternative investments and marketed their Japanese equity products to overseas investors, and established the firm’s hedge fund incubation platform. Mr. Niimi is an the Asia Pacific vice president of IFTA since 2016 and holds an MFTA.
Presentation Topic: How to develop systematic trading strategies by VCMA
Variable Cycle Moving Average (“VCMA”) is a unique adaptive moving average without exploring convinced parameters. Focusing the trend cycle instead of historical price movements, VCMA will produce several different type of strategies such as cyclical, reversal and trend strategies based on its trend ratio for the investments to any risk assets. The Concept of VCMA was originally introduced in the NTAA Journal and presented in IFTA 2018 roadshow this year. I will explain the concept of VCMA and introduce the systematic trading strategies managed by VCMA. It is quite difficult to decide the appropriate technical tools and the algorism for trading strategies but multiple strategies and simple methodologies for asset allocation by VCMA will satisfy long term investors to achieve consistent performance.