FORT Global UCITS
FORT Global Diversified
FORT Global Diversified is a systematic multi-strategy trading program. It invests in U.S. cash equities and trades a spectrum of futures contracts in the global markets that includes: interest rates, bonds, currencies, and equity indices.
Global Diversified is a proprietary blend off our strategies as follows: (i)Trend-Following; (ii)Trend-Anticipating (Global Contrarian); (iii)Short-Term Mean Reversion; and (iv)Value Market Neutral. The addition of each of these components is designed to reduce the volatility of returns. Global Diversified is also designed to have a low correlation with broad equity indices. Global Diversified dynamically and systematically shifts risk allocations among asset classes and underlying parameter choices.
FORT Global Contrarian
FORT Global Contrarian is a systematic, trend-anticipating trading program that seeks to capitalize on medium to long-term trends. Its typical holding period is between 2 and 8 weeks. Unlike trend-following programs that attempt to identify existing trends, Global Contrarian attempts to anticipate trends by identifying price behaviors that signal possible turning points. Global Contrarian is not a counter-trend program; it is designed to purchase as prices decline toward support levels and sell as prices rise toward resistance levels.
Global Contrarian dynamically and systematically shifts risk allocations among asset classes and underlying parameter choices. As employed by FORT Global UCITS Contrarian Fund, it trades a spectrum of futures contracts that includes: interest rates, bonds, currencies, and equity indices in the global markets.
EQUITY MARKET NEUTRAL
Launched in 2008 with UCITS launched July 2019 Trades single-name US-equities and equity index futures (for hedging). Designed to systematically identify undervalued, high-quality stocks using fundamental and technical indicators. Allocates risk across stock selection indicators using FORT´s adaptive risk model. Portfolio construction process seeks to optimize drawdowns by hedging market exposure with equity index futures.
FORT Global Futures
FORT Global Futures combines all of FORT’s futures strategies: (i) Trend-Following; (ii) Trend-Anticipating (Contrarian); (iii) Short-Term Mean-Reversion. The fully systematic futures strategy has a 1-day liquidity.
Returns are extracted from diverging and converting price behavior, applying trend, trend-anticipating, mean-reverting and contrarian signals. The Futures trading strategy applies adaptive quantitative trading systems selecting a mix of indicators across markets and use them to dynamically determine portfolio allocations, allocating risk to markets according to a forecast or risk-adjusted profitability.
FORT Global Trend
Launched in October 1993. Global Trend has a 24 year track record.
FORT Global Trend combines 80 different momentum and trend signals with an average holding period ranging from 2-8 weeks. Indicators include a wide range of directional signals including moving-averages, breakouts, regressions, momentum and more across a wide spectrum of trading speeds. Trend is designed to have an equal chance of being long or short. Major global financial futures contracts across equity indices, interest rates, government bonds, and currencies are traded.
Global Trend dynamically and systematically shifts risk allocations among asset classes and underlying parameter choices based on FORT’s Bayesian risk weighting methodology.
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