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PRIMO-X

the behavioral systematic macro program (no equity long delta)

PRIMO-X is a global systematic macro program capturing alpha from cyclical investor behavior without any equity long exposure (delta). 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 30+ futures markets globally (bonds, equity indices, commodities, currencies). The target of the strategy is to produce positive returns irrespective of market direction and to have a significantly negative correlation towards equity indices. This makes PRIMO-X the perfect hedge to any portfolio that seeks downside protection.

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.

10%+, 10% volatility

available product STRUCTUREs

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