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EFTA00611842Set 9

29p1,060w

Alex Gerasev Bounded Tradable Processes EFTA00611842 Confidentiality Information in this presentation is strictly private & confidential EFTA00611843 Background Strategy live at Buttonwood Group Trading (BGT) 07/2011-10/2012 (16 months); back-tested from ... better performance; best years for the strategy were 2008 and 2009 EFTA00611852 Strategy Description Bounded Tradable Processes EFTA00611853 Strategy Description: Bounded Tradable Processes "Process" can be single financial instrument (stock ... time in required quantities (given liquidity constraints and other technicalities) EFTA00611854 Arbitrage Bounds Tradable Process that has lower, upper, or both lower and upper arbitrage bounds can be unwound

https://www.justice.gov/epstein/files/DataSet%209/EFTA00611842.pdf

EFTA02725017Set 11

29p1,115w

Alex Gerasev Bounded Tradable Processe EFTA02725017 Confidentiality ■ Information in this presentation is strictly private & confidential EFTA_R1_02212454 EFTA02725018 Background ■ Strategy live at Buttonwood Group Trading (BGT) 07/2011-1o/2012 (16 months ... years for the strategy were 2008 and 2009 EFTA_R1_02212463 EFTA02725027 Strategy Description Bounded Tradable Processes EFTA02725028 Strategy Description: Bounded Tradable Processes "Process" can be single financial instrument (stock ... required quantities (given liquidity constraints and other technicalities) EFTAJR 1_02212465 EFTA02725029 Arbitrage Bounds Tradable Process that has lower, upper, or both lower and upper arbitrage bounds can be unwound

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02725017.pdf

EFTA01104892Set 9

30p6,348w

INTERNAL USE ONLY EFTA01104901 Model Strategy Allocation Fraud Activism T-Bill Arbitrage Cash .11% Bounded Tradable 11% 1% Short-Term Fraud Processes Activism 11% 11% Leveraged ETF Arbitrage Option Volatility ... Volatility Arbitrage B6 Leveraged ETF Arbitrage B7 FX High Frequency and Statistical Arbitrage B8 Bounded Tradable Processes B9 T-Bill Arbitrage B10 Falcon's View Fund. Ltd. DRAFT FOR INTERNAL ... returns. Falcon's View Fund. Ltd. DRAFT FOR INTERNAL USE ONLY EFTA01104917 Team 8: Bounded Tradable Processes Short Summary Portfolio Manager + Incepted in August 2011, the strategy consists of about

https://www.justice.gov/epstein/files/DataSet%209/EFTA01104892.pdf

EFTA02707861Set 11

44p6,869w

best described as statistical arbitrage. There are automated, construct bounded tradable Oct 38,311 26,333 processes that will not trade beyond certain pre- Nov 104,477 -71,889 defined

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02707861.pdf