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.