Drovix Systematic Macro
A fully systematic trading strategy designed to deliver diversifying returns from price persistence across global macro markets.
Strategy Overview
The Drovix Systematic Macro strategy is a fully systematic trading program that seeks to capture directional trends across global macro markets. The strategy employs proprietary quantitative models to identify and exploit price persistence across asset classes including fixed income, currencies, commodities, and equity indices.
The program aims to provide low correlation to traditional asset classes, making it a valuable diversification tool within institutional portfolios. The strategy is designed with a continual focus on research and innovation, with models being refined and enhanced on an ongoing basis.
Trend Following
Capturing directional price persistence across global markets
Multi-Asset
Fixed income, currencies, commodities, and equity indices
Low Correlation
Designed to provide diversification from equities and bonds
Risk Managed
Dynamic position sizing and robust risk management framework
Investment Approach
Signal Generation
The strategy employs multiple proprietary models operating across different time horizons to identify trending behaviour in global macro markets. Models are developed through rigorous quantitative research and validated through extensive backtesting and out-of-sample analysis.
Portfolio Construction
Positions are sized dynamically based on signal strength, volatility, and risk budget allocation. The portfolio is diversified across asset classes, geographies, and time horizons to reduce concentration risk and improve the consistency of returns.
Risk Management
The strategy incorporates multiple layers of risk management, including position-level stop losses, portfolio-level drawdown limits, and real-time monitoring of risk exposures. Risk parameters are calibrated to target a specific level of portfolio volatility.
Research & Innovation
The research team continuously evaluates new data sources, modelling techniques, and market dynamics. Strategy enhancements are implemented through a disciplined process that includes hypothesis testing, backtesting, and gradual deployment.
Interested in This Strategy?
This strategy is available to institutional and professional investors. Contact our team to request detailed documentation, including performance track record, risk statistics, and terms of investment.
Contact UsThis page is for informational purposes only and does not constitute an offer or solicitation. Past performance is not indicative of future results. All investments involve risk, including the possible loss of principal. This information is intended for institutional and professional investors only.