Global Quantitative Fund
The Takahē Global Quantitative Fund combines our best investment strategies, including the Spread Momentum and Systematic Trend programs, in a single portfolio. It trades about 90 futures markets across all major sectors. Importantly, options are used holistically to manage and replace the delta of certain open positions and control risk.
The Takahē Global Quantitative Fund was launched in June 2023 and offers monthly liquidity.
- Momentum-based, yet uncorrelated to other CTAs and asset classes
- Capturing trends in single as well as spread markets
- Bootstrapped futures curves increase the number of markets we trade – an attractive niche
- Option-based delta replacement and exposure management trades (discretionary)
- Exposure to smaller markets
- Effective diversification for traditional and alternative portfolios
- Consistent investment process
To request additional information, please contact us using the button below.