Summary

Conquest Macro is a systematic trading strategy that captures short-term price movements in futures and FX markets. The program itself consists of four independent strategies: a short-term longvolatility strategy, a short-term trend-following strategy, a short-term counter-trend strategy, and a risk capture strategy. These four strategies operate in parallel to invest in approximately 30 of the most liquid global foreign exchange, fixed income, equity, and physical commodity markets. The selected markets constitute a portfolio that is balanced both in terms of geography and asset mix. This diversification of assets and non-optimized risk allocations contribute to the robustness and stability of the returns.