Investment Overview
Strategy Description
The Partnership’s trading strategy is a combination of quantitative trading models and discretionary trading of Bitcoin (BTC) and Ether (ETH) futures traded on the Chicago Mercantile Exchange (“CME”). The trades entered will be both long and short. The majority of the trades are expected to be generated by multi-time frame trend, breakout and machine learning models. Although applied to different markets, these same models, 43 in total, have been used in the O’Brien Investment Group Quantitative Global Macro Fund, LP since its inception in 2017. To a lesser extent, the General Partner may execute discretionary trades in BTC and ETH futures at the CME as risk management tools or with a goal to generate absolute returns.