Katonah Eve LLC

Overview

The Global Tactical Trend Program (GTTP) is a systematic managed futures program. It uses the concepts of risk parity in forming a dynamically balanced core portfolio with an asymmetric tactical approach to absolute exposure where long and short positions are systematically approached differently. The objective of the program is to benefit from the long-term positive expectations of a balanced asset portfolio while also having the ability to capture negative capital flows in risk-off environments. The program can be long, short or flat any individual component or sector at any time.

GTTP targets a long-term annualized volatility of less than 10%, while having an average margin-to-equity ratio of approximately 6% (with an anticipated maximum Margin to Equity of roughly 10%). The program takes positions only in the most liquid exchange traded futures contracts covering Asia, Europe, and the USA. Exposure is diversified between stock indices, bonds, interest rates, currencies, energies and metals.

Program Details