Strategy Overview
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The Partnership’s trading strategy is a combination of quantitative trading models and discretionary trading of Bitcoin (BTC) and Ether (ETH) futures traded on the Chicago Mercantile Exchange (“CME”). The trades entered will be both long and short. The majority of the trades are expected to be generated by multi-time frame trend, breakout and machine learning models. Although applied to different markets, these same models, 43 in total, have been used in the O’Brien Investment Group Quantitative Global Macro Fund, LP since its inception in 2017. To a lesser extent, the General Partner may execute discretionary trades in BTC and ETH futures at the CME as risk management tools or with a goal to generate absolute returns. The General Partner may also sell covered puts or calls at the CME against BTC and ETH positions as a risk management tool or with a goal of generating absolute returns when implied volatility is considered favorable for such trades by the General Partner in its sole judgment
Fund Details
Fund Inception: January 2021
Portfolio Manager: John O'Brien Jr.
Special Advisor: Joey Bauer
Memberships: National Futures Association (NFA)
Fund Administrator: NAV Consulting
Investment Terms
Minimum Investment: $250,000
Incentive Fee: 20%
Management Fee: 2%
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Portfolio Manager and Trader Bios
John W. O’Brien, Jr – CEO of OBIG and Portfolio Manager
John O'Brien Jr. is the CEO of the O’Brien Investment Group and is responsible for operational and trading oversight, risk management, and day-to-day management of the Advisor. He is also portfolio manager for the O’Brien Investment Group Pecus Digital Assets Fund, LP. Previously, Mr. O’Brien was employed as a floor broker and trader with R.J. O’Brien & Associates from June 2003 to March 2008 . Mr. O’Brien was an investment analyst at O’Brien International, LLC, analyzing global macro-economic themes, performing due diligence on hedge funds and CTAs and investing the firm’s capital from March 2008 until May 2012. From May 2012 to December 2018, Mr. O’Brien served as CEO of Clark Capital Management, Inc. Mr. O’Brien also serves as managing partner for WAG Holdings, LLC, a real estate investment group since December 2010. Mr. O’Brien has served as CEO of the OBIG since inception and the launch of their first trading program, Quantitative Global Macro, in 2017. Mr. O’Brien graduated from DePaul University in March 2008, with a Bachelor’s degree in Economics.
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Dr. Yiqun (Ethan) Mou, Portfolio Manager and Director of Research for Quantitative Trading
He had served in a similar capacity for Clarke Capital Management from 2013 to 2016. From 2011 to 2013, Dr. Mou worked at BAML in Hong Kong as FX and Rate Strategist. Dr. Mou received his Ph.D. in Finance from Columbia University, MS degree in Statistics from University of Minnesota, and his BA in Math from Tsinghua University
Pecus:
What's in a name?
Digital assets and cryptocurrency futures or derivatives may experience significant price volatility, and the initial margin for cryptocurrency futures or derivatives may be set as a percentage of the value of a particular contract, which means that margin requirements for long positions can increase if the price of the contract rises. In addition, some FCMs may pose restrictions on customer trading activity in cryptocurrency futures or derivatives, such as requiring additional margin, imposing position limits, prohibiting naked short selling or prohibiting give-up transactions. The rules of certain designated contract markets impose trading halts that may restrict a market participant’s ability to exit a position during a period of high volatility.