the short-term futures program
PULSE is an adaptive futures program targeting alpha generated by short-term (1-5 days) investor behaviour (e.g. herd effect, greed/fear overreaction) and market imbalances. The program uses price data to dynamically identify and capture these behaviour-led opportunities by trading ~20 futures markets globally (bonds, equity indices, commodities, currencies). The target return is 12%+ at a volatility of ~10% per annum.
sources of alpha
short-term (1-5 days) investor behaviour
how does the program extract it?
it uses price data to dynamically identify and capture investor behaviour-led short-term market opportunities
markets and instruments traded
20+ global futures markets (bonds, equity indices, commodities, currencies)
target return and volatility, P.a.
12%+, 10% volatility
available product STRUCTUREs