Investment Philosophy
The company invests in the global financial markets using a quantitative and fully systematic approach. Our investment philosophy is based on four major components, with the objective of producing superior risk-adjusted returns for our clients.
Investment Process
Thanks to our experience in researching and building new trading strategies, we have refined our proprietary investment process to periodically offer new innovative products to our clients.
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.
Disclaimer: these investment products involve substantial risks of loss.
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 Proposition
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.
First, it distinguishes from CTA’s by the way our investment portfolio is built and the ways it aims to generate alpha. In fact Commodity Trading Advisors, while also investing in a systematic way in similar products, are usually only trend-followers that do not take into account an asset allocation point of view and do not consider the building a globally diversified investment portfolio. 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.
Second, it differentiates from other Global Macro programs in the investment approach used to decide where and how to invest in the traded products. Global Macro strategies are usually developed and implemented by teams of economists who base their decision in a subjective and discretionary way, which is subject to human biases and does not follow a rigorous approach. On the contrary, 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.
Disclaimer: these investment products involve substantial risks of loss.

Asset Classes
Our global macro investment program builds a globally diversified investment portfolio covering all asset classes. This action has the objective of minimizing concentration risks by not deploying an excessive amount of capital in a single financial instrument, geographic region, or asset class.
Equities
The program trades equity instruments from multiple regions around the globe. Among the developed markets it invests in the North America, Europe, Japan, and Australia. It also covers developing and emerging countries in Africa and Asia, like China, Hong Kong, Singapore, Taiwan, Indonesia, and South Africa.
Fixed Income
The investment strategy deploys capital in the fixed income sector by investing in bonds of different maturities along the yield curve, and both short and long-term interest rates in multiple countries around the world. Geographic regions include North America, Europe, Japan, and other countries in Asia, Africa, and Latin America.
Currencies
The program trades multiple currencies from around the globe, including the US Dollar, Euro, British Pound, Japanese Yen, Canadian Dollar, Swiss Franc, Australian Dollar, and New Zealand Dollar. Forex pairs include both G10 and emerging countries in order to maximize the set to available opportunities.
Commodities
The investment strategy trades commodities available on multiple exchanges over the world and from different sectors, including Agriculture, Energy, Industrial Metals, and Precious Metals. Examples of products traded include Crude Oil, Natural Gas, Heating Oil, Corn, Soybean, Wheat, Sugar, Nickel, Iron Ore, Gold, Silver, Copper, Platinum, and Palladium.
Crypto
The strategy employs a short term fully systematic quantitative investment process, deploying capital on publicly traded cryptocurrencies. The strategy seeks to generate alpha by capturing the volatile behavior of cryptocurrencies by potentially going long in bull markets and short in bear ones. The investment portfolio targets a constant volatility level independent of market conditions.