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The O'Brien Investment Group (OBIG) Quantitative Global Macro Futures seeks to generate absolute returns from trading an integrated and systematic strategy in futures and options on futures. The strategy will execute trades in a diversified basket of financial and commodity futures markets including global stock indices, global interest rates, currencies, metals, energies, grains, softs and meats. The foundation of the strategy are quantitative models focused on detecting intermediate and long-te
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