Strategy Overview

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 The O’Brien Investment Group (OBIG) Quantitative Global Fund, LP seeks to generate absolute returns from trading a systematic strategy in futures and options on futures. The strategy will execute trades in a diversified basket of 50+ financial and commodity futures markets including global stock indices, global interest rates, currencies, metals, energies, grains, softs and meats. The foundation of the strategy are quantitative models focused on detecting intermediate and long-term trends as well as short term momentum models. In 2020, multi-time frame machine learning models were also added. Trend following has historically generated “crisis alpha” during times of stress in the markets. Equally important, the strategy also incorporates a series of covered options on futures models with a goal of smoothing out the return stream. There are also models looking to take a long option position into events and when underlying futures positions are overbought or oversold and when implied volatility levels are attractive. The option models will not sell naked short option positions. Only covered options positions, long puts or long call positions will be considered.