Investment Objective
Tungsten TRYCON is a systematic multi strategy futures program. It uses AI at the heart of the strategy to perform a deeper analysis of market data and to identify alternative trading opportunities.
The program consists of three model families. The goal of the sub-models is to complement each other effectively. Periodic re-learning ensures regular updates of the models.
Categorized as a Short-Term CTA, the strategy trades financial futures in a multi-asset universe across 60 markets from equity indices, gov't bonds, FX, volatility and interest rates. It offers near-zero correlation with equities and bonds and moderate correlation with its peers. Two different risk profiles are available in UCITS format, along with SMAs.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.6 | 0.1 | 0.8 | 0.1 | 0.7 | 0.9 | 0.3 | 0.4 | 0.8 | 0.8 | 0.8 | 0.7 | 0.1 | |
| 2023 | 0.8 | 0.5 | 0.9 | 0.1 | 0.9 | 0.7 | 1.0 | 0.5 | 0.2 | 0.8 | 0.4 | 1.0 | 0.7 |
