Ancile Capital Management

Global Markets Program

Minimum Investment
$ 2,000,000
Management Fee 2.00%
Performance Fee 20.00%

Summary

The Global Markets Program is a multistrategy futures trading program. The core strategy is long term trend following applied to a large portfolio of markets that is highly diversified geographically and across sectors. Other strategies are traded at lower levels to achieve diversification, and have included interest rate yield curve roll-down, option premium writing, rollover arbitrage, currency carry trading, and intermarket spread mean reversion.