Lynx UCITS Fund

Lynx is a global quantitative asset manager headquartered in Stockholm with over 20 years of experience in managing managed futures trading programs. The firm currently manages approx. $7.7 billion across three core strategies: Lynx Flagship program ($7.6bn), Lynx Active Balanced program (tactical asset allocation long-only strategy), Lynx Constellation program (machine learning strategy). The Lynx flagship strategy was originally launched in May 2000 (available in UCITS format since June 2014) and is a reactive medium-term trend following program aiming to maximise risk adjusted returns while providing attractive diversification benefits in a portfolio of traditional investments. The program employs a multi-variate bottom-up approach to portfolio construction, applying a range of statistical techniques to identify trend opportunities across different time frames, spanning from only a few days to over a year (holding period is two months on average). All models run continuously (and independently) building and shifting exposures gradually across all markets based on the underlying signal strength. While the primary approach is systematic trend following across a broad universe of global markets (equities, bonds, currencies and commodities), about a third of the risk is allocated to complementary diversifying strategies that are designed to exploit other market phenomena than price momentum and enhance returns in non-trending market environments. These diversifying models consist of systematic global macro concepts based on fundamental data as well as models utilizing various machine learning techniques. In total the program consists of approximately 40 different models trading over 100 markets.