Systematic Trend Program

The Takahē Systematic Trend Program trades more than 80 futures markets and is long-term in nature. It is a rules-based trend following program which seeks to deliver high absolute returns in rising and falling markets. The Systematic Trend Program bootstraps some futures markets into several single expirations to maximize the number of markets traded. Importantly, options are used to manage and replace the delta of open positions and control risk.

The Systematic Trend Program started trading in November 2017 and offers monthly liquidity.

Highlights

  • Aims to deliver high absolute returns regardless of the overall market environment
  • Long-term approach to capturing trends
  • Exposure to smaller commodity markets provides broad diversification
  • Uncorrelated to equities and most alternative investments
  • Expiration-bootstrapped futures curves and seasonality-aware rollover process
  • Option-based delta replacement and exposure management trades (discretionary)
  • Consistent investment process

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