Summary

AIM is a pure intraday momentum strategy, trading global equity indices. Trading starts with HSI 50 futures in the Asian session in Hong Kong, and continuous with the DAX 30 in the European session before the S&P 500 covers the American time zone. AIM is designed to benefit from increases in intraday volatility, providing a pronounced long volatility, positively skewed return profile. It generates pure alpha with strong hedging capabilities in times of crisis without the usual cost of an insurance premium. AIM is extremely capital efficient by trading only intraday and closing out all positions by the end of the trading day. In Q1 2023 it has been soft-closed for investment as stand-alone program. Investors continue to have access via DFC's flagship the Intraday Crisis Alpha (ICA) Program and the Systematic Long Volatility (VolArb) Programs, where the AIM signals are utilized as sub-strategies.