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ARITY Core Global Macro
Sydney Quantitative's flagship, foundation product
Focusing on the most liquid, widely traded global futures contracts, we apply a unique, systematic approach driven by Machine Learning and Advanced Statistical Analysis to generate consistent, uncorrelated returns in any market conditions
General Information
Annual Target Return (Net of Fees)
> 30%
Sharpe Ratio
> 2.0
Currency
USD
Annualised Volatility
< 15%
Max Drawdown
< 10%
Leverage
4x
Period
Jun 2022 - Present
Instruments
Global Multi-Asset
BBG Ticker
TBA
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