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OBIG QUANTITATIVE GLOBAL

MACRO FUTURES FUND, LP

Strategy Overview

The O'Brien Investment Group (OBIG) Quantitative Global Macro Fund, LP seeks to generate absolute returns from trading an integrated and systematic strategy in futures and options on futures. The strategy will execute trades in a diversified basket of 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. 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. 

 

Fund Details

Fund Inception:September 2017

CEO: John O'Brien, Jr., CEO

Director of Research: Ethan Mou Ph.D.

Fund AUM: $6.8 Million

Memberships: National Futures Association (NFA)

Registrations: CFTC

Total AUM of Firm: $37 Million as of 4/30/21

RT/Million: 1300 RT / Million

Average M/E Since Inception: 12%

Fund Administrator:  NAV Consulting

Investment Terms

Minimum Investment: $250,000 

Incentive Fee: 10%

Management Fee: 1%

Fund Liquidity: Monthly with 15-day notice

Investor Qualification: QEP

Manager Bios

 John W. O’Brien, Jr is the CEO of OBIG and Portfolio Manager of the OBIG Pecus Digital Assets Fund, LP. John O’Brien Jr. has 18 years of industry experience and has been the CEO of the O’Brien Investment Group since inception (2017). He is responsible for operational and trading oversight, risk management, and day-to-day management of the Advisor. Previously, Mr. O’Brien was a floor broker and trader with RJO from 2003 to 2008. From 2008 to 2012, he was an investment analyst at O’Brien International. From 2012 to 2019, he was the CEO of Clarke Capital Management (a prior affiliated company of OBIG). Mr. O’Brien graduated from DePaul University in March 2008, with a Bachelor’s Degree in Economics. 

 


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Yiqun (Ethan) Mou, Ph.D. is the Director of Research at OBIG. Dr. Mou has been with OBIG since 2015.  He has served in a similar capacity for Clarke Capital (an affiliated company of OBIG) since 2013 and is responsible for performing a wide range of research-related duties associated with quantitative trading. From 2011 to 2013, Dr. Mou worked at Bank of America Merrill Lynch in Hong Kong as FX and Rate Strategist. Dr. Mou received his Ph.D. in Finance from Columbia University, his MS degree in Statistics from University of Minnesota-Twin Cities, and his BA in Math from Tsinghua University.