Back
Managed Futures
Genio Primo (2L) Systematic Macro Program Posts Its February 2023 Performance
February 2023 - Managed Futures
PRIMO is a systematic macro futures program consisting of directional and relative value strategies engineered according to advanced macroeconomic risk and asset pricing theories. The program features highly proprietary, dynamic and original models, harvesting the full range of quantitative risk premia from investor behavior under different market regimes. This ensures a stable performance, significant diversification and capacity, as well as low correlations to benchmarks an