STRATEGIES EMPLOYED
The Global Markets Program employs a proprietary trading approach to trade the global markets. The core element of the GMP is a highly diversified, momentum-based strategy. This uses a long-term, trend following approach to trade a large number of markets diversified across sectors and geographical exposure.
The program may also allocate a lighter weighting to other strategies, including potentially options trading, yield curve roll down, currency carry and spread trading strategies.
Weightings and position-sizing for each position in the GMP is determined through Ancile's comprehensive risk management system.
The Global Markets Program employs a proprietary trading approach to trade the global markets. The core element of the GMP is a highly diversified, momentum-based strategy. This uses a long-term, trend following approach to trade a large number of markets diversified across sectors and geographical exposure.
The program may also allocate a lighter weighting to other strategies, including potentially options trading, yield curve roll down, currency carry and spread trading strategies.
Weightings and position-sizing for each position in the GMP is determined through Ancile's comprehensive risk management system.