Tactical Asset Allocation

Global Allocation Program

The Global Allocation Program (“GAP”) is a tactical, momentum-based, asset allocation strategy designed to profit from inefficient or biased investor behavior while exhibiting a low correlation with traditional investments. This long-only strategy integrates two types of momentum-driven models – a top-down, cross-sectional model used to measure the risk-adjusted return and relative strength of a given market, and a bottom-up, time-series momentum model designed to measure a market’s return over a specified time period.

The GAP’s systematic and quantitative approach dynamically allocates risk across four major asset classes: stock indices, fixed income, currencies and commodities – representing more than 30 of the most liquid global futures markets of the world’s major developed countries.

The GAP can be accessed through the following investment vehicles:

  • Separately Managed Account – This structure allows investors to:
    • Use notional funding if desired
    • Scale the leverage of their account up or down to target any level of volatility
    • Enjoy daily liquidity and daily transparency
    • Select the clearing broker of their choice
  • Customized Managed Accounts - We can design an asset allocation program according to the investor's specific volatility targets and markets desired
  • Private Label Funds

 

GAP VAMI

 

GAP VAMI

DISCLAIMER - THE INFORMATION CONTAINED HEREIN IS INTENDED FOR USE BY QUALIFIED ELIGIBLE CLIENTS AS DEFINED IN CFTC REGULATION 4.7.  FUTURES, FORWARD AND OPTIONS TRADING IS SPECULATIVE, INVOLVES SUBSTANTIAL RISK AND IS NOT SUITABLE FOR ALL INVESTORS.  THIS INFORMATION IS NOT A SOLICITATION FOR INVESTMENT.  SUCH INVESTMENT IS OFFERED ON THE BASIS OF INFORMATION AND REPRESENTATIONS MADE IN THE APPROPRIATE OFFERING DOCUMENTATION.

PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH ACCOUNTS OF QUALIFIED ELIGIBLE CLIENTS, THE INFORMATION PRESENTED ON THIS WEB SITE IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION.  THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUACY OR ACCURACY OF COMMODITY TRADING ADVISOR DISCLOSURE.  CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR OF ANY OF THE INFORMATION PRESENTED ON THIS WEB SITE.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.  FUTURES, FORWARD AND OPTION TRADING IS SPECULATIVE, INVOLVES SUBSTANTIAL RISK, AND IS NOT SUITABLE FOR ALL INVESTORS.