Ahead Capital Management, LLC

Overview

The strategy involves event-driven directional trades in G-5 sovereign bonds and equity indexes, as well as currencies and commodities. The strategy is fully discretionary.
We identify 1-3 month fundamental trends in all major macro instruments, and then we identify future events that could accelerate, weaken or reverse any of those trends.
We structure our trades around such future events. Trade types we look at are as follows:
1. entering a trade after an event that we believe should impact a short-term trend significantly (therefore, not immediately priced in by the market);
2. entering and exiting a trade before an important event to play market's pre-positioning for the event, such as shorts or longs accumulation or short covering;
3. entering a trade before an important event and exiting it after the event to capture price movement caused by the event.
Average trade duration is 3 days.

Program Details