Quantitative Global Macro strategy

During the summer of 2020 when the company was finally incorporated, we had the goal of engineering an investment product that would deploy capital in a globally diversified investment portfolio which, differently from other investments like equity or fixed income, had the expectation of producing returns both in calm and turbulent market conditions. For this reason, we invested more three years in researching our quantitative global macro program which allocates capital dynamically across multiple geographic regions and asset classes, including Equity, Fixed Income, Commodity, Currency, and Volatility.


The Quant Global Macro strategy employs a long-term fully systematic quantitative investment process, deploying capital on publicly traded products on multiple exchanges across the globe. The strategy seeks to generate alpha by using sophisticated statistical techniques and advanced quantitative research in order to allocate capital globally across all asset classes, including Equity, Fixed Income, Commodities, Currencies, and Volatility. The investment portfolio targets a constant volatility level independent of market conditions.






major beneficiaries

Potential clients for our Quant Global Macro program include high net worth individuals (HNWI’s), family offices, and institutional investors. In particular, HNWI’s usually do not have the time and resources to perform financial research and constantly monitor their investments, so it is preferable for them to delegate the management of their capital to investment professionals. Family offices can invest in the strategy in an optic of portfolio diversification to benefit from investing in an investment product with performance uncorrelated to their current holdings. Lastly, institutional investors can allocate to a quantitative global macro investment product in a core-satellite investment approach within predefined criteria set by their investment committee.


Unique value

The quant global macro trading program is different from other investment products offered by Global Macro hedge funds and Commodity Trading Advisors (CTA’s) for two main reasons.

  1. First, it distinguishes from CTA’s by the way our investment portfolio is built and the ways it aims to generate alpha.  Our investment program instead deploys capital systematically in all asset classes in order to build a diversified investment portfolio and aims at capturing sources of alpha different from the ones used by trend followers.
  2. Second, it differentiates from other Global Macro programs in the investment approach used to decide where and how to invest in the traded products. Our investment program generates investment signals in a fully systematic way by using algorithmic rules that base their decision on our proprietary quantitative research process grounded on the scientific method.