Welcome To

Calgi Investment Management

Calgi Macro Fund

Global markets are prone to shifts in sentiment which can cause price distortions in financial securities. Our trading approach involves identifying these price distortions through a fundamentally and technically based analysis model.

By understanding the global macro fundamental picture, we endeavour to confirm our reasoning behind certain market themes by running further analysis through our technically based charting models. Here we aim to gain an insight into how such fundamental scenarios may relate to market prices, in regards to determining the occurrence of new or already active trend formations and range bound movements.

Upon assessing a tradable opportunity, we use a quantitative and qualitative series of methodologies to understand the risk factor behind each opportunity. By considering the monetary value of the trade idea and any potential developments which may affect a live position relative to its exposure on the portfolio as a whole, we are able to quickly act on a profitable trade decision.

Key Points

Area of focus

Diversified exposure through a global macro portfolio of currencies, commodities, stock indices and government bonds

Trading style

Discretionary, long/short

Time Horizon

Daily, weekly, multi monthly entries and exits

Approach

Scaling into an overall risk on/risk off portfolio to ensure that trades are hedged accordingly

Risk tolerance

Low

Allocation

Percentage allocation based on predetermined metrics and is offset by current profits, to ensure that risk is limited to 15% of deposited capital

Watchlist of Securities

Currencies

EUR
CAD
SGD
SEK
RUB
KRW
CZK
GBP
AUD
ZAR
DKK
INR
PHP
ILS
USD
NZD
MXN
PLN
BRL
TWD
TRY
CHF
JPY
NOK
CNH
IDR
HUF
HKD

Commodities

Gold
Silver
High Grade Copper
Copper
Platinum
Palladium
Iron Ore
Aluminium
Lead
Nickel
Zinc
Brent Crude
US Crude
Heating Oil
Natural Gas
No Lead Gasoline
London Gas Oil
Carbon Emissions

London Cocoa
New York Cocoa
Coffee Robusta
Coffee Arabica
Corn
NY Cotton
Oats
Lumber
NY Orange Juice
Rough Rice
Soybean Meal
Soybean Oil
Soybeans
London Sugar No 5
Ny Sugar No 11
Chicago Wheat
London Wheat
Crude Palm Oil

Stock Indices

S&P/ASX 200
Nikkei 225
H Shares
Hang Seng China 50 Index
Singapore Blue Chip Index
JSE Top 40
Euro Stoxx 50
FTSE 100 Index
CAC 40
DAX Performance Index
TecDAX
MSCO Germany Mid Cap
Italy 40 Index
IBEX 35
AEX Index
Swiss Market Index
FTSE/Athex Large Cap
BUX
OMX Stockholm 30
Dow Jones Industrial Average
S&P 500 Index
Russell 2000 Index
Nasdaq 100
EU Volatility Index
Volatility Index

Government Bonds

Long Gilt
Treasury Bond Decimalised
Ultra Treasury Bond Decimalised
2 Year T-Note Decimalised
5 Year T-Note Decimalised
10 Year T-Note Decimalised
Bund
Bobl
Buxl
Schatz
OAT French
Long Term BTP
Japanese Government Bonds
3 Month Eurodollar
Euribor
Short Sterling

Risk Management

For our investors peace of mind, our trading approach entails that there is only a 15% risk on any invested funds. Hence ensuring that risk management protocols are implemented to make certain that the bulk of your capital remains protected.

Partner With Us Today

To register your interest in the Calgi Macro Fund, please get in touch with us below.

Calgi Investment Management Limited
2/F, Regatta Office Park, West Bay Road
P.O. Box 10655
Grand Cayman KY1-1006
Cayman Islands