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PRIMO

the behavioral systematic macro program

PRIMO is a global systematic macro program capturing alpha from cyclical investor behaviour. The program uses price and fundamental data to dynamically take advantage of predicted investor behaviour during different market regimes and cycles by trading a focused portfolio of about 20+ futures markets globally (bonds, equity indices, commodities, currencies). The target return for the strategy is 12%+ at a volatility of ~10% per annum.

sources of alpha

cyclical investor behaviour

how does the program extract it?

it uses price and fundamental data to dynamically take advantage of predicted investor behaviour during different market regimes and cycles

markets and instruments traded

25+ global futures markets (bonds, equity indices, commodities, currencies)

target return and volatility, P.a.

12%+, 10% volatility

available product STRUCTUREs

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