The Lynx programme is a quantitative strategy that invests in a broad range of exchange-traded futures contracts across four asset classes: equity indices, fixed income, currencies and commodities as well as OTC FX forwards. The investment process is entirely systematic and based on proprietary models that identify trends and other patterns in financial markets. The models generate buy and sell signals that are executed directly in the electronic markets using internally developed algorithms.
The quantitative and systematic approach enables the Lynx programme to analyse extensive amounts of data in order to form a view on the direction of a large number of markets. It also ensures a consistent approach, typically without any bias to being long or short in the markets. Given that the strategy trades only liquid instruments, the approach can adapt and change exposures when the model’s market views change.
The objective of the fund is to deliver high risk-adjusted returns with low correlation to traditional asset classes. The Lynx Programme can be offered through commingled vehicles domiciled in different jurisdictions (onshore, offshore and UCITS) as well as managed accounts and bespoke solutions.