GLOBAL ADVANCED FUTURES AND SPREAD PROGRAM (QEP Only)
The Global Advanced Futures and Spread (“GAFS”) program, develops a risk-adjusted balanced portfolio of calendar spreads, relative value strategies, and outright futures. Non-correlated alpha is generated by a Quantmental Investment Process (Fundamental + Systematic Modelling) seeking to analyze and exploit inefficiencies of the term structure. These inefficiencies could be created by changes in the cost of carry, commodity index roll, extreme price deviations, hedging pressure, weather, price mean reversion, and seasonal patterns.
The GAFS is an absolute return program seeking to perform in different market environments and economic cycles. The returns of the GAFS program typically exhibit a low correlation to other investable assets, including stock index, bonds, commodities benchmarks, and other CTAs.
For historical performance and more information contact: firstname.lastname@example.org
DERIVATIVE TRANSACTIONS, INCLUDING FUTURES, ARE COMPLEX AND CARRY A RISK OF SUBSTANTIAL LOSSES.THEY ARE INTENDED FOR SOPHISTICATED INVESTORS WHO UNDERSTAND RISK. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
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