The fund Strategy

Our flagship fund ANTILOOP HEDGE employs four main approaches divided into a total of eight separate strategies.

Each strategy is designed and based on each portfolio manager's investment philosophy and background. The strategies have been applied and refined over many years in varying market cycles and economic environments, generating strong performance with correlation to the overall stock market.

The correlation between the strategies in Antiloop tend to be low as they are based on different methodologies such as discretionary/systematic and fundamental/technical, while also being active in varying markets and across different time frames.

The philosophy underlying Antiloop is that the key to generate consistent returns in all market environments is to combine serveral uncorrelated absolute return streams that independently have stood the test of time through various market conditions. The combination of several such strategies has a greater probability to yield a superior risk adjusted return.

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Approaches

TACTICAL ASSET ALLOCATION

TACTICAL ASSET ALLOCATION allocates capital dynamically between a broad range of asset classes. These include gold and other precious metals; agricultural and industrial commodities; and stocks and bonds. The asset weights and individual trade decisions are based on an ensemble of technical analysis models, complemented by fundamental macro indicators. The technical analysis is underpinned by a portfolio of proprietary patterns enhanced by machine learning algorithms.

GLOBAL MACRO

GLOBAL MACRO trades futures in 40 of the most liquid markets for fixed income, foreign exchange, stock indices and commodities. Trade signals are generated by combining systematic factors from a proprietary library of roughly 50 patterns. Signals are generated either discretionarily (by combining patterns), or systematically (by systemizing some of the patterns). The trade signals are enhanced using machine mearning tools and a fundamental macro overlay.

SHORT TERM TRADING

SHORT TERM TRADING allocates capital in a broad range of asset classes with a time horizon between 1 day and 1 month. Individual trade decisions are based on a range of inputs including both technical analysis and fundamental analysis.

Long / short Equity

LONG/SHORT EQUITY takes long and short positions in highly liquid cash equities, mainly on the US and European stock markets. The investments are based on a combination of fundamental and technical screens with a macro overlay. Patterns, machine learning, and accounting forensics further influence the investment decisions.