Would love experienced feedback on my situation..
I work at an investment research firm, independent. CEO pulls me aside a few years ago and asks me to create a systematic US equities strategy based on his factor research. Ok. I put together a security selection model, and let it run. First two years were mediocre, in line with market, but 2017 was a grand slam. We put up amazing numbers, and feels like we are just hitting our stride.
For a dozen reasons, I need to get out. But I would like to run a similar strategy with improved risk management at prop shop, fund, family office, etc. The track record overall is solid, its been audited by a highly respected firm. Lifetime, real $ sharpe ratio ~4.
Whether the numbers are portable/reportable is a good question. I have no idea, but im probably covered by a strict NDA blanket.
I have no idea how to shop it around, get a foot in a door, or who is even willing to entertain a conversation. Has anyone made a jump like this? How'd you do it? Lessons learned?
** * What are my options?
Please keep in mind its: long-only (but thats flexible), medium term (call it a 1 month holding period when things go to plan), and needs at least a couple $MM to be economical (75 positions out of universe of ~3-4k), 90% monthly turnover. Does not use/require leverage.. I have no finance or accounting degree.