The strategies can be divided into four groups: Tactical Asset Allocation, Global Macro, Long/Short Equity, and Short-Term trading. These are described in more detail below.
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 strategies are managed independently by different people within the Antiloop team, with a CIO overseeing the overall risk level in the fund as well as verifying that the strategies exhibit low correlation between themselves.
The underlying assets vary from strategy to strategy but encompass interest rates, foreign exchange, commodities, stocks, stock indices, and ETFs.
The Antiloop team is diversified in terms of expertise but share a common belief that the world is transitioning into a period of higher inflation that will persist for years. Read more about Antiloop’s macro views under Memos.
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 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 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 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.