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Managed Futures
Crossborder Kintore Strategy - AlphaMaven Performance Report
December 2024 - Managed Futures
Crossborder Kintore Strategy - AlphaMaven Performance Report
Kintore is a systematic, trend-following algorithm that trades rolling spot gold versus major currencies. It has been empirically proven that these crosses exhibit 'memory' in their relative levels and trends that makes their market values differ from 'fair values' in the exchange of international payments. Such rate anomalies periodically accumulate and are subsequently released.
Buy and sell signals are generated from price breakouts,