The Tulip Trend Fund UCITS is an open-end UCITS compliant fund domiciled in Ireland. The fund has an absolute return objective and it provides access to directional trading strategies across a highly diversified global portfolio of futures, forwards and swaps. Based on quantitative analysis of price behaviour, buy and sell signals are generated in order to participate in a systematic, pre-defined and dynamic way in market movements. The underlying strategy is trend following in nature and has historically demonstrated the ability to perform well during crisis periods, especially those accompanied with extended stock market declines. The fund can be long, short or neutral in every market traded.
Latest Meeting Note
Meeting 18 Nov 2021
The Tulip Trend fund launched in UCITS format in 2018 (in addition to the existing Cayman structure from 2003) and is managed by Transtrend, a leading CTA firm founded in 1991 whose investment approach is rooted in commodity trading. The... Read more
The Tulip Trend fund launched in UCITS format in 2018 (in addition to the existing Cayman structure from 2003) and is managed by Transtrend, a leading CTA firm founded in 1991 whose investment approach is rooted in commodity trading. The firm is based in Rotterdam and currently manages $5.3bn into one strategy (Diversified Trend Program, “DTP”), leveraging an experienced team of 70 professionals. The program is a systematic medium-term trend following strategy investing across a highly diversified global multi asset portfolio of futures, forwards and swaps, trading a variety of traditional markets (commodities, equities, bonds, currencies), alternative markets such as electricity, emission rights, and synthetic market combinations (c. 40% risk allocation) such as commodity spreads and cross-sectional “hybrid” market combinations. The current investment universe of DTP consists of more than 700 markets. The strategy focuses on the underlying (real-world) factors that drive markets, and as such employs a holistic approach to trend identification. The strategy utilizes four families of trend systems which are fuelled by prices set in the individual markets they trade: Enhanced breakout, Risk premium, Return-to-trend, Term structure. The trend risk framework enables the fund to have sizable positions in different trends, with a balanced risk allocation across the factors driving these trends.