MTF Equity Fund
This is our flagship US equities fund. We employ a swing-trade strategy based on our team’s proprietary algorithms and predictive analytics, to identify market trends and seize attractive investment opportunities in the highly liquid US equities markets. With an emphasis on risk management concepts in the systematic-driven long positions, the rules-based approach seeks to reduce downside risk, especially in times of great market turbulence.
Relative Value Strategy
This strategy focuses on capturing pricing inefficiencies in cross-currency equity derivatives. It employs a systematic approach driven by quantitative models to identify spread dislocations between related instruments and seeks to generate returns from their convergence towards fair value, rather than broader market direction. With an emphasis on risk management through active position monitoring, hedging of FX exposure and controlled position sizing, the strategy aims to deliver stable, risk-adjusted returns with low volatility.
Volatility Momentum Strategy
This strategy focuses on capturing short-term price dislocations and momentum driven by macro events, earnings, and market developments. It employs a systematic approach to detect volatility spikes and momentum trends, with trades typically held over short horizons to capture these movements. By utilising liquid futures and ETFs, and incorporating disciplined risk controls such as volatility-adjusted position sizing and defined stop-losses, the strategy seeks to deliver attractive absolute returns with controlled drawdowns and low correlation to broader equity markets.
