Summary

The TMQ program trading strategy is based on global macro cycles and fundamental evets. Tactical directional trades are executed within a fundamental framework 1) an expansion, 2) an inflationary shock, 3) a recession, 4) a credit event, or 5) a liquidity shock event. Trades can be executed across equity futures, currency futures, commodity futures, and interest rate futures, although the focus is on the SP500 futures.