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PULSE

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

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