|
Strategy trades short-term interest rate futures with durations of 3 months to 3 years
|
|
Long and short positions taken in short-term global debt
|
|
Sensitive to macroeconomic data and monetary policy announcements
|
|
Trading systems respond quickly to rising and falling interest rates
|
|
Sectors traded include energy, agricultural and livestock, industrial and precious metal futures markets
|
|
Positions driven by fundamental price factors - supply and demand imbalances, changes in production costs, possible market disruptions, etc.
|
|
Trading systems respond to price fluctuations in specific commodity markets
|
|
Long/short exposure allows for profitable trading in all market environments
|
|
Sectors traded include global stock index futures, long-term and short-term interest rate futures around the globe and currency markets
|
|
Multiple systematic models are designed to capitalize on global macro trends
|
|
Strategy has ability to profit during times of market dislocations; as well as economic prosperity
|
|
Low correlation to traditional stock and bond indices
|
|
Long-only strategy allocates to a subset of diverse global markets, including stock ETFs, sovereign interest rate futures and metals futures
|
|
Since 1980, statistical analysis indicates traditional stock and bond markets have risen more than 60% of the time
|
|
Components of the portfolio are optimized across markets to capture profits during times of economic expansion
|
|
Systematic rebalancing to return to optimal allocations
|