The BAM Espresso Fund is a Cayman Islands Investment Fund. The Multi-Strategy program is a global multi-asset class systematic investment strategy. The Fund uses one integrated forward-looking systematic model that is based on a unique Bayesian formulation. A probabilistic Bayes formulation is used in Spam-Filters and quality management systems in order to make predictions based on uncertainty.

The model uses to a large extent economic data and to a lesser extent price data. In contrast to trend-following strategies the model is forward-looking and has an in-built learning capability, adjusting to structural changes in the market. The multi-strategy model has been deployed for over 10 years and it trades in the most liquid G10 stock indices, bonds, FX and commodity futures. It is therefore complementary to traditional trendfollowing strategies. The system is traded with a target annualized volatility of 15%.


B.A.M. Investments AG

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Basel Asset Management, LLC

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+1 (212) 332-4170
NOTICE: BAM Espresso Fund SPC is a HIGH RISK investment product; the purchase of shares in this fund is only suitable for investors who can understand and evaluate associated risks. Past performance is no guarantee for future performance. For additional and more detailed information about risks and restrictions, please consult the fund’s Offering Memorandum. This document is not intended as an invitation or recommendation to buy or sell any investment(s). Shares in the fund may be purchased privately and upon request only and are not targeted at retail investors as the fund is not registered in any jurisdiction for public distribution. Any distribution (even partially) and/or use of information and/or charts included in this document without permission is strictly prohibited. This document is not targeted at US persons and is prohibited to be distributed or made accessible to US persons.