At John Locke Investments we offer a number of distinct investment strategies to our client base, including the Cyril Systematic Program, the JL Equity Market Neutral Program and the JL Commodity Long Flat Program. All strategies are active across global financial and commodity markets and adopt a systematic trading approach. All strategies are accessible via managed account or Fund vehicles.
Cyril Systematic UCITS Fund
The Fund adopts a systematic approach to investing in global futures markets. Multiple trend detection techniques are employed, over multiple time horizons to a diverse basket of futures markets. Risk is equalised across all contracts through the use of real time volatility measures. A dynamic risk management tool also analyzes risk factors such as rising correlations and reversal risk at the portfolio level. The average holding period of the Fund is approximately three weeks. The Fund provides for daily liquidity.
JL Equity Market Neutral Fund
The Fund is a European/US equity market neutral fund that seeks to generate uncorrelated returns and maintain a low beta ratio to European and US equity indices. The Fund is fully systematic in its approach and deploys multiple quantitative models that seek to identify mispricing within a pre-defined universe of equity markets. An adaptive risk management technique is also employed that hedges against broad directional market risk and other risk factors that may be present within the investment portfolio. The Fund provides for daily liquidity.
JL Commodity Long Flat Fund
The Fund seeks to take advantage of upward moves in global commodity markets via its trend following investment approach. Where upward price pressure is in evidence in commodity markets then a long position will be entered into by the Fund. Conversely, where downward price pressure is prevalent then the Fund will seek to achieve a flat or cash position. Fixed allocations are made to the metal, energy, grain and soft commodity sectors. This exposure is dynamically rebalanced to ensure the underlying contracts within the Fund maintain their appropriate weighting. On a yearly basis, sector allocations are reviewed and may be adjusted at the discretion of the investment manager.