Trend Strategies
Systematic Trend
The pure trend following strategy seeks to exploit medium to long-term trends frequently observed in 62 of the world’s most liquid equity index, fixed income, foreign exchange, and commodity markets to generate positive returns. It is built through a combination of deep quantitative research and discretionary macro trading expertise, and is sensibly constructed to maximize alpha instead of capacity, using a limited number of parameters to improve robustness. We embed common-sense risk management logic into our unique algorithm, combining the attractive attributes of medium to longer-term signals with the nimbleness to get into or out of positions quickly if needed. The fund is delivered to clients at the lowest fee per unit of volatility available in the marketplace.
Systematic Alternative Markets Trend
The strategy applies One River’s systematic trend algorithm to 110 more esoteric global markets which include developed and emerging market interest rate swaps, emerging market foreign exchange, credit indexes, equity market sectors, European power and emissions markets, etc – markets that are not easily accessible by traditional CTAs. One River has traded these global macro markets for years and has developed the systems to price, trade, and quantify/manage the risks. The strategy embeds common-sense risk management logic into the unique algorithm, combining the attractive attributes of medium to longer-term signals with the nimbleness to get into or out of positions quickly if needed. The fund is the first of its kind to offer a management fee-only share class.