WHO WE ARE
Metolius Capital LLC is a Commodity Trading Advisor serving the investment needs of institutional investors, family offices and qualified private investors. Metolius is a systematic global macro futures fund combining a macro/fundamental approach with price based statistics to create trades. While price is always the final arbiter, we believe the unique mix of our approach to the analysis of the market, provides diversification and less concentration risk than the traditional CTA model. The strategy uses highly liquid futures contracts, providing transparency and scalability through a team of experienced individuals. The program was launched in June 2010 with $33 million of partners’ capital. Today, this dedication continues with the partners accounting for more than half of the total assets under management. We invest significantly in infrastructure and resources to meet the exacting standards of our investors. The models are diversified across markets, sectors and time frames which we feel represents a unique combination of uncorrelated logical and quantitative ideas.
WHAT WE DO
Metolius Capital offers exposure to global macro through the use of regulated futures contracts. Our program trades across 60 different futures markets including index futures, commodity and currency futures all of which are liquid and regulated. The fund has multiple systems which use a daily re-calibration process to generate orders. Fundamental data gathered from public data, private data sources and stored information are filtered down through quantitative systems to create our daily orders. The average holding period of the Master Fund is 9 days but the individual systems timeframe ranges from a few hours up to years.
The fund has a robust, multi-market model and time frame approach that is designed to deliver superior risk adjusted returns over time. We deploy a combination of 11 strategies, implementing numerous individual macro/fundamental models, the combination and weightings of which are monitored dynamically and adjusted periodically according to the market shifts.