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The below content contains information on our Managers. In the mean time, please contact us to receive more information about a specific Manager.


ADG employs a Systematic Macro strategy. This strategy has its roots in Global Tactical Asset Allocation (GTAA) which can be viewed as a class of strategies aimed at the generation of excess return by means of tactical reallocation between asset classes. The ADG Systematic Macro strategy takes this concept one step further; not only reallocating capital between asset classes but also reallocating risk between the factors that drive the models.


Buttonwood Energy Diversified 1 (ED1) is technical in nature but may adjust the strategy to include fundamental inputs depending on market conditions and may employ quantitative analysis of pricing data to identify and exploit price movements in the energy markets. ED1 utilizes information and analysis generated by an in-house team of analysts and by third parties to generate multi-tiered trade signals and strategies.


Doherty seeks to produce attractive risk-adjusted returns. This trading has always been relative-value based, i.e., avoiding as much market directional risk as possible. This includes taking no directional views on the absolute level of implied volatility. This necessarily means a focus on shorter-dated options and keeping the Greek exposure to a minimum.


Dormouse has developed a statistical arbitrage investment strategy based on scientific predictive modelling that uses proprietary and confidential investment methodology, so the description below of the Fund’s investment strategy is high level and does not address specifics of trading or investment decisions.


East Alpha’s strategies sit in the space between the fully systematic funds building pure pricing data models, and the fundamental commodity players. Focusing on an individual asset with an individual system may yield relatively low returns. The Trading Advisor combines and optimally weights these small, uncorrelated streams to generate consistent positive results. Adopting a multi-asset, multi-strategy approach on diversified assets, using a combination of trend, counter trend, structure and carry strategies results in a higher long-term risk-adjusted return. Risk and capital can be reallocated quickly between strategies based on return, volatility or correlations.


Fort’s Global Contrarian trading program is based on two main beliefs: (1) returns can be extracted from trends in the price movements of futures contracts; and (2) market prices are the key aggregator of information pertinent to making investment decisions. The Trading Adviser’s ongoing research seeks to develop and implement adaptive, quantitative trading systems that select a mix of technical indicators in each market and use them to dynamically determine portfolio allocations, thereby allocating risk to markets according to a forecast of risk‐adjusted profitability.


GMI specializes in the discretionary tactical trading of the U.S. stock market through positioning in domestic stock index futures. Emphasis is on low risk entry/exit points. While discretionary in nature, the firm’s strategy relies on hundreds of proprietary quantitative indicators and models developed by its founder and principal. Mr. Goldman has devoted the majority of his academic and professional energy to the study of the stock market’s history and behavior during his 30+ years in the investment business.


Greenwave employs a discretionary global macro approach with an emphasis on G20 currencies. Greenwave incorporates a two-step investment process. We begin with top down, macroeconomic analysis to determine the fundamental themes in which to engage. The goal is to identify the dominant drivers in the current market environment with a focus on central bank activity, political trends and geopolitical events. From this, Greenwave develops fundamental themes typically looking six to twelve months forward.


John Locke believes in a quantitative approach to investment management with a philosophy that the general psychology of the markets is reflected in pricing behaviors that repeat themselves over time; they create trends that, in certain markets, persist over time, and that can be captured with the prudent use of robust quantitative analysis technologies. The Trading Advisor aims to capture these trends – bullish as well as bearish ones – through an advanced statistical analysis of historical prices.


The PlusPlus strategy currently employs several quantities short-term momentum and contrarian trading models that generate long and short signals in over 60 different futures contracts. The average holding period for a trade is 4.5 days. Underlying this strategy is the philosophy that markets are predictable in the short-term due to the behavioral biases of investors, which are persistent and have not changed over time.


The investment objective of the Principalium Defensive Volatility Strategy is to provide attractive risk-adjusted absolute returns across a wide range of market conditions. The all-systematic strategy seeks to capture three distinct return streams by trading volatility: (1) the Volatility Risk Premia present in the VIX futures curve during contango, (2) spikes in volatility during market turmoil and (3) mean reversion patterns in different volatility markets. It implements its investment decisions primarily by trading outright and spread futures on volatility indices (like VIX, VSTOXX), and stock indices (like S&P 500, EURO STOXX 50). The strategy has been designed to provide positive performance during tail-like events. Risk across the three sets of systems is allocated according to a risk parity concept, while continuously monitoring conditional value-at-risk and margin utilization.


The ProfitScore investment objective of the Long/Short US Treasury Program(the “Program”) is to seek to provide absolute returns. Assets invested in the short-term systematic Program should benefit from transparency, high liquidity, low degree of volatility and a positive response to rising or falling interest rates. To achieve its investment objective, the Program will invest either long or short in liquid and transparent US Treasury fixed income futures contracts. The Program employs multiple uncorrelated predictive models that cumulatively forecast US Treasury Bond returns. The Program expects the notional value of the futures contracts to equal between 0% and 125% of the Fund’s total net asset value; however, these percentages may vary over time as a result of market conditions and fluctuations and the Trading Advisor’s periodic determinations of current market volatility.


The Quantica investment philosophy centers around the belief that quality risk adjusted returns can be systematically exploited from liquid markets by analyzing risk adjusted outperformance of one market versus other markets in the investment universe. The program is designed to identify and exploit inefficiencies in relative, risk-adjusted price movements across major asset classes by detecting global capital flows. Risk and price movements are statistically analyzed in order to determine if a market should be over- or underweighted versus a neutral portfolio. The program uses daily risk adjusted returns as sole data input and operates in real time. Overall exposure is self-regulated according to proprietary predefined risk parameters. When the program detects higher inefficiencies in markets it will adjust the exposure higher vs. a neutral portfolio, and vice-versa.


QIM’s Global Program is a proprietary trading system that uses quantitative behavioral pattern recognition to trade across a universe of exchange-traded commodity futures contracts. QIM believes that financial markets are not entirely efficient and that numerous inefficiencies exist that QIM believes can be exploited through the prudent use of robust quantitative analysis and predictive technologies. QIM has developed proprietary algorithms for predicting short, medium, and long-term price movements for a wide variety of markets. QIM currently employs numerous quantitative trading models that utilize pattern recognition to predict the global equity and futures markets.


The Quest Tracker Index (the “QTI” or the “Index”) seeks to track generally the performance generated by the broad class of managed futures trading strategies of trend-following commodity trading advisers (“CTAs”), and to match or exceed the performance of widely-followed CTA indexes on a risk-adjusted basis.1 The Index comprises sixty-six specified futures contracts in markets for currencies, fixed-income, equity indices and commodities (each such futures contract, an “Index Component,” and together, the “Index Components”). Details of the current Index Components are available upon request. Quest, with the approval of the Index Committee (defined below), may adjust the composition of the Index on a quarterly basis to account for market developments.


The Quest Fixed Income Hedge Program (“QFIT”) is a quantitative trading program designed to hedge exposure to the U.S. 10-year Treasury (i.e., provide protection during periods of rising interest rates). QFIT uses a combination of moving average crossover and other models to generate signals for each market. By combining signals generated over multiple timeframes, QFIT seeks to capture short-, medium- and long-term trends in various markets.


The investment objective of the ROW Diversified EXT Program is to seek to generate consistent long-term appreciation through active notionally funded investing in global futures and futures options markets. EXT, or “Exchange Traded”, is a variant of the ROW Diversified Program that accesses currency markets via futures, not OTC forwards. We utilize a quantitative approach to forecasting, portfolio construction, and risk management. The program invests in currency, interest rate, energy, agriculture, and equity index futures, and futures options. ROW achieves style diversification by using a combination of Carry, Trend, Fair Value, Pattern Recognition, Volatility, Sentiment, and Mean Reversion models.

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This website contains information about managed futures and has been prepared to provide an overview of the various trading strategies available on the Galaxy Plus Fund Managed Account Platform. Users who access information on this site agree that they have experience with futures markets and are knowledgeable about the risks associated with managed futures.


New Hyde Park Alternative Funds, LLC, the sponsor of the Galaxy Plus Managed Account Platform provides access to investors who meet the suitability requirements.  An investment in any fund is speculative and involves a high degree of risk. The past performance results of any fund or it’s trading advisor are not indicative of how such a fund will perform in future.