NordIX : NordIX CTA - Government Bond Strategy (GBS) - USD

Investment Strategy

The Government Bond Strategy (GBS) employs a quantitative long/short model trading 10-year US Treasury, Euro-Bund and Long UK Gilt Futures. It focuses on shorter-term signals across asset classes and multiple securities and their relationship with capital flows into global government bonds. The system is data-driven, not theory driven and creates a multi-factor model for each financial future it trades. The very infrastructure and set-up of the system deliberately disregards how theories suggest financial markets ought to function and behave. The system starts with a blank canvas and no field-relevant knowledge; as such there is no input selection bias. We start with a large database of factors ranging from commodities, currencies and equities to indices, economic and ETFs and the system then embarks on a knowledge-discovery and data-mining exercise utilizing machine learning algorithms to establish which of these factors in concert with one another is well suited to make a prediction about the direction of the price change in the target. GBS is very simple: GBS only trades the 3 markets mentioned above, capital is equally allocated between the 3 markets; trade signals are generated and executed at pre-defined times according to daily and weekly models and can take the form of long, short or neutral. All strategy returns presented are net of 0% management & 25% incentive fees. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TO BE ELIGIBLE TO INVEST IN THIS PROGRAM YOU MUST BE CONSIDERED A QUALIFIED ELIGIBLE PERSON UNDER THE TERMS AND CONDITIONS DEFINED BY COMMODITY FUTURES TRADING COMMISSION REGULATION 4.7. FOR A FULL EXPLANATION OF WHAT IS REQUIRED TO BE A QUALIFIED ELIGIBLE PERSON UNDER THE REGULATION PLEASE CONTACT NORDIX CTA DIRECTLY. THE RISK OF LOSS IN TRADING COMMODITIES CAN BE SUBSTANTIAL. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION: PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS