Global Alpha Strategy

Global Alpha is a systematic, medium term, trend following strategy. The program invests in exchange-traded futures within the commodity, currency, fixed income, and equity index sectors.

Through proprietary logic derived primarily from price patterns, Global Alpha demonstrates a high level of trade selectivity compared to commonly used momentum trading strategies in the managed futures sector. A dynamic allocation and risk management framework focuses on minimizing drawdowns and accelerating recovery periods. The program consists of short-term trend following models with an average holding period of 10 days.