O'Brien Investment Group

Quantitative Global Macro Futures Program

Minimum Investment
$ 3,000,000
Management Fee 1.00%
Performance Fee 20.00%

Summary

The O'Brien Investment Group (OBIG) Quantitative Global Macro Futures Program is a systematic strategy diversified across 45 different financial and commodity futures markets including global stock indices, global interest rates, currencies, metals, energies, grains, softs and meats. The foundation of the strategy are long-term trend following models seeking to capture absolute returns. Trend following has historically generated "crisis alpha" during times of stress in the markets. The strategy also incorporates a series of options on futures models with a goal of smoothing out the return stream and to generate positive returns when implied volatility levels are attractive. The option models will not sell naked short option positions. Only covered positions or long puts / long call positions are considered.