Managed Futures Program
The Managed Futures investment program employs a diverse set of systematic, short to medium term trading strategies applied to global futures instruments across sectors. Technical and statistically derived factors are the primary drivers of discrete alpha signals spanning an array of short to medium term time frames. Futures sectors traded include global equity indices, fixed income, foreign exchange, and commodities instruments.
Risk is managed systematically from a top down portfolio perspective as well as from the bottom up on a strategy specific level to control for a variety of risk measures and dimensions including net and gross exposures, position concentration, beta, liquidity and volatility.
All trading is done electronically.
The program seeks to generate an uncorrelated stream of absolute returns over time irrespective of the direction of major market indices or phase of the economic cycle.