Virginia
The Global Program seeks to deliver strong risk-adjusted returns through the use of proprietary machine learning predictive techniques. The average trade length for the program is one to two weeks. The holding period for all trades typically ranges from 1 to 60 days.
Quantitative currently employs numerous quantitative trading models that utilize pattern recognition to predict all types of price movements. All models are tested across massive data sets. Only those models that prove to be the most robust, statistically significant and conceptually diverse are used in actual trading. The resultant system of models offers signals that guide market timing and trade allocation.
The Global Program universe contains over 60 distinct futures contracts. Contracts from this universe may be added or removed from active trading based on current research, liquidity or other factors. Each day’s risk allocation to each contract is based solely on liquidity and signal strength. The program is offered in managed account format or as an onshore or offshore fund with levered (3x the annualized volatility) and unlevered versions.
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