Each month we publish Focus, our quant-minded trading and research report.
Focus is not a macro newsletter. While we analyze important market developments, our aim is to synthesize quant-driven trading ideas into actionable investment themes. We zero in on price trends, momentum, spreads, correlation, and volatility. We look at futures, equities, ETPs, options, and digital assets – and anything else that crosses our quantitative trading minds. This makes Focus original and unique.
The authors draw from their long-term quantitative trading and research experiences, and hope to point their readers toward many attractive investment ideas.
Last but not least, Focus also delivers a detailed summary of our own 2Q Portfolio, including an overview of all completed trades and current open positions.
Focus is aimed at professional and experienced investors.