Managed Futures

The Managed Futures strategy trades across commodities, equity indices, sovereign bonds and developed and emerging markets currencies. The strategy utilizes a rules-based trend following algorithm and PanAgora’s Risk Parity portfolio construction approach in order to harvest trending behaviors in these markets. The investment process is systematic in nature and gains portfolio exposure through long and short positions using futures and forward contracts. The Managed Futures strategy ultimately seeks to create long-term wealth accumulation using well-proven and diversified sources of absolute return.