Adamah’s Global Macro program combines concepts of post-Modern Portfolio Theory, rigorous risk management, and robust quantitative trading systems. The program applies machine-learning techniques and achieves diversification from both timeframe and market sectors.
Adamah’s Global Macro program combines the firm’s quantitative trading programs (Diversified, Short-Term & Asset Allocator) into a well-diversified global macro strategy. The Global Macro program offers broad diversification across trading strategies, time-frames, and major market sectors. The program trades the major liquid futures markets including stock indices, currencies, bonds, metals, energy, agriculture, softs & meats.
Adamah believes that risk management is at least as important as trade signal generation. Risk is controlled on a variety of levels, including the trade/market, sector, and portfolio level. Several proprietary measures of risk are used to monitor volatility and “range.” Risk per trade is computed dynamically, but is typically less than the 1%-1.5% range.