Investment Overview
Strategy Description
The Volt Diversified Alpha Program is a diversified, systematic trading program that applies machine learning to financial markets with the aim to deliver capital appreciation in all market conditions. The Program is fundamental in nature, primarily seeking to capture price moves that are motivated by a change in underlying economic factors, but it also uses technical information for risk management, trade timing and execution decisions.
The Program trades a diversified portfolio of liquid futures contracts, covering the main global financial and commodity markets. Trading signals span a variety of horizons from monthly to intraday. Intraday or daily signals are used primarily to aid execution and risk management while signals with a weekly or longer horizon are used to establish core positions.
The Program targets a 10% annualized volatility. Position risk is managed on an intraday basis, maintaining strict limits on exposure and Value-at-Risk (VaR). Execution is fully automated using direct market access (DMA). Thanks to the use of machine learning and fundamental input data, the Program is expected to have a low correlation to traditional assets as well as systematic trading benchmarks.
