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Managed Futures
WaveFront Global Investment Program Reports Its January 2024 Results
January 2024 - Managed Futures
The WaveFront Global Investment Program seeks superior long-term absolute and risk-adjusted returns with the potential for low correlation to global equity and fixed-income market returns. The portfolio is constructed through a quantitative investment process that produces long and short positions in futures and options on futures contracts covering global commodities, currencies, interest rates and equity indices. Factors considered include momentum, value, yield, volatility and correlatio