NEOCLASSIC CAPITAL MANAGEMENT

The firm runs systematic global macro strategies that are primarily quantitative and model-driven. Core approaches include medium-to-long-term trend following across commodity, equity index, and fixed income futures, supplemented by shorter-duration pattern-recognition overlays. Relative-value models in developed-market currencies and sovereign fixed income form an additional return stream. All strategies are executed algorithmically, with daily liquidity.

Neoclassic relies entirely on systematic models for signal generation, position sizing, and risk management — there is no discretionary override layer. This contrasts with traditional macro managers who combine research inputs with portfolio-manager judgment. The firm's research emphasis is on signal stability across regimes rather than on incorporating unstructured data or geopolitical views, which aligns it more closely with pure quantitative CTA shops than with discretionary macro peers.

The firm trades commodities, equity index futures, developed-market government bonds, and G10 currencies. It generally avoids emerging-market local-currency bonds, single-name equities, and corporate credit — instruments where liquidity can deteriorate rapidly during regime shifts. The emphasis on centrally cleared, exchange-traded instruments keeps counterparty risk minimal.

Risk is managed through a proprietary system that monitors factor exposures, cross-asset correlations, and tail-risk scenarios. The portfolio construction process targets a predefined volatility level and adjusts position sizes dynamically as realized correlations shift. Exposure to any single market or factor is hard-capped, and the system is designed to reduce notional exposure during periods of elevated cross-asset correlation.