About the program
The TMQ program trading strategy is based on global macro cycles and fundamental evets. Tactical directional trades are executed within a fundamental framework 1) an expansion, 2) an inflationary shock, 3) a recession, 4) a credit event, or 5) a liquidity shock event. Trades can be executed across equity futures, currency futures, commodity futures, and interest rate futures, although the focus is on the SP500 futures.
The TMQ program uses a proprietary quantitative macro analysis to identify the fundamental framework state and the probability of a regime change. Directional tactical cross-asset trades are selected based on historical evidence from similar macro environments and executed through the proprietary price-pattern analysis. Risk management is driven by 1) policy/event uncertainty, and/or 2) uncertainty in the quantitative modeling outcomes.
The MQP program objective is an absolute rate of return.
Funding and fees
The minimum investment is $200,000.
Fees:
- 20% performance fee with high watermark,
- 0% management fee.
The CTA program funding details
The program is open only to Qualified Eligible Persons (QEP) as defined by CFTC Regulation 4.7.
Please request the CTA Advisory Agreement, and the Disclosure document (Reg 4.7), by submitting the form below, or contact us for more information.
