GAIA Systematic Macro
Global systematic hedge fund products. Also, the Eurekahedge AI fund index provides a representative set of AI funds
Seeks total return by investing in global markets
Diversification in terms of models, time horizons and assets, together with volatility weighting
Methodology and Reasons to Invest
Explainable, regime switching proprietary AI prediction engine used as the basis. The system adapts to changing, noisy market regimes continually adapting the asset allocation of the portfolio. Alpha is generated through the identification of macro inefficiencies. Mixture of fundamental, price and other data sets used. The strategy can take long and short positions in a variety of global assets across equity, bond and commodity indices, as well as currency pairs.
Methodology: Inception to date total return performance are gross of management fees. Data reflect performance calculated based on live out of sample predictions and portfolio weight changes, implemented at the market open (based on exact open prices), and net of transactions costs, until the 22nd of June 2022, after which point data reflect consolidated performance of all managed accounts operating GAIA Systematic Macro live trading on Interactive Brokers LLC. The annualised return is the compounded annualised growth rate. The risk-free rate used to calculate the Sharpe Ratio is U.S. T-Bill 1 month.
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