IPM’s Systematic Macro strategy is based on proprietary investment models that provide unique insights into how fundamental drivers interact with the dynamics of asset price returns. The strategy trades liquid instruments such as currencies, government bond futures and equity index futures.
The investment models employed evaluate the relative attractiveness of financial instruments and exploit the divergence in fundamentals by taking long and short positions. The information derived from these models is processed in a systematic way on a daily basis whereas the identified dislocations are typically medium to long term.
Through the unique, largely relative value driven investment approach, the strategy has consistently delivered top quartile strong and robust risk-adjusted returns with low correlation to broad equity and bond markets since its inception in 2003.
AN INVESTMENT IN FUTURES IS SPECULATIVE AND INVOLVES SUBSTANTIAL RISKS, INCLUDING THE RISK THAT AN INVESTOR CAN LOSE SOME OR ALL, OR IN THE CASE OF A MANAGED ACCOUNT AMOUNTS IN EXCESS OF, ITS INVESTMENT. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH ACCOUNTS OF QUALIFIED ELIGIBLE PERSONS, THIS BROCHURE OR ACCOUNT DOCUMENT IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION. THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUACY OR ACCURACY OF COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR THIS BROCHURE OR ACCOUNT DOCUMENT.