Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
Multi-Strategy Global Macro:
The dynamic blend of multiple strategies yields numerous diversification benefits.
The Firm seeks to significantly enhance the absolute performance of a
traditional investment portfolio through the dynamic fusion of systematic quantitative strategies and discretionary trading
methods, with low correlation to broader markets.
Discretionary Global Macro:
Top-down directional, pair and volatility based trading strategies
employing exhaustive fundamental and technical analysis.
Systematic Long Convexity:
Proprietary quantitative models employ mechanical trading
strategies in over 70 liquid exchange-traded futures markets,
including global currencies, debt, equity indices, metals, energy
and agricultural markets.