The O’Brien Investment Group (OBIG) Quantitative Global Macro Fund, LP seeks to generate absolute returns from trading a systematic strategy in
futures and options on futures. The strategy will execute trades in a diversified basket of 50+ financial and commodity futures markets including global
stock indices, global interest rates, currencies, metals, energies, grains, softs, meats and bitcoin futures. The foundation of the strategy is 45 models
focused on detecting trends and momentum. In late 2020, multi-time frame machine learning models were also added. Approximately 60% of the risk
budget is dedicated to multi-time frame trend and breakout models. 40% of the risk budget is dedicated multi-time frame machine learning models.
Integrated into the strategy is a series of covered options on futures models with a goal of smoothing out the monthly return stream. The option models
will not sell naked short option positions, only covered options selling. The strategy’s risk budget is geared to a 15% volatility target.
Program Details
Inception Date
Jul 2017
Trading Style
Trend Following
Holding Period
Multi-time frame
Markets Traded
Diversified
Margin
9.04%
Minimum Investment
$3,000,000
Management Fee
1.00%
Performance Fee
10.00%
This is a snapshot only. Investors should read Disclosure/Offering documents to determine suitability of investment.
GROWTH OF $1,000 VAMI
Program vs. Autumn Gold CTA Index
About the Autumn Gold CTA Index:
The Autumn Gold CTA Index is a non-investable index comprised of performance from CTA programs included in the Autumn Gold database and does not represent the complete universe of CTAs.
Hypothetical growth of $1,000 based on reported monthly returns.
PERFORMANCE SUMMARY
Annual Returns (Net)
YEAR
2025
2024
2023
2022
RETURN
-5.14%
+20.53%
+2.39%
+10.87%
Maximum Drawdown Since Inception
-16.36%
Past performance is not indicative of future results.
Investor Eligibility
What is a QEP?
A Qualified Eligible Person (QEP) is an investor or entity that meets the
eligibility requirements described in CFTC Regulation 4.7. The applicable
requirements vary by investor type and may include financial, portfolio,
professional, or institutional qualifications.
This information is provided for general reference only. QEP status is
self-identified here and should be determined by reviewing the applicable
regulation and, when appropriate, with your professional advisers.
FUTURES, OPTIONS, CRYPTO, AND FOREX TRADING INVOLVES RISK AND MAY NOT BE SUITABLE FOR ALL INVESTORS. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
INVESTOR SERVICES
LEAF RESEARCH SERVICE
For Individual Investors
Expanded CTA research, manager profiles, performance analysis, program comparisons, and portfolio construction tools.
INSTITUTIONAL RESEARCH & PORTFOLIO ANALYTICS
For Family Offices, Institutions & Professional Allocators
Advanced manager research, portfolio construction, correlation analysis, and tools for evaluating and monitoring manager relationships.
PORTFOLIO MONITORING SERVICES
For Family Offices & Institutional Investors
Ongoing monitoring of selected trading programs and portfolios, including performance developments, drawdowns, recovery patterns, and changes in manager conditions.
QUESTIONS ABOUT OUR SERVICES?
Contact Autumn Gold to discuss your research or portfolio monitoring requirements.