The OBIG Quantitative Global Macro Program is a systematic, absolute return program, trading 45+ different financial and commodity markets. The models are integrated using a blend of trend following in futures combined with a series of options on futures models which include covered options or long options. Besides trend following models, AI and counter trend tactical models are also part of the trading program. The program does not write naked options
Started June 2017
PECUS L/S Bitcoin
The trading strategy for the OBIG Pecus Program is approximately 25% discretionary and 75% systematic. The program will initially trade CME traded bitcoin futures. Both short and long positions in Bitcoin will be equally considered. Traditional short, intermediate and long-term trend and momentum indicators will be used. Order flow and delta divergences from other major crypto venues and exchanges is a key component of the discretionary trading. The strategy will also incorporate global macro fundamentals and significant global macro events that the traders believe will have an impact to the price of Bitcoin.
Started September 2019