Summary

The Altair FX Alpha Macro program is an intraday, systematic macro trading strategy in G7 FX and the Chinese Yuan. The strategy provides daily liquidity and does not take overnight risk. The objective of the FX Alpha Program is to generate consistent top-decile absolute returns and achieve long-term capital appreciation by employing a proven systematic, quantitative, intra-day pattern recognition trading strategy that has been historically non-correlated to most other investment styles. Analyzing historical data, our models reveal that market adjustments form patterns that are signaled by price and volatility movements. We believe there is an inherent return opportunity by participating in these adjustments. We do not try to predict trends. Instead we participate in patterns that we have identified via our various Pattern Recognition Strategies. The program’s emphasis on risk management, liquid markets and strict daily controls has enabled it to achieve consistent, long-term, positive results with low volatility.