Strategies

Lynx has been developing innovative and dynamic models since 1999. We offer commingled investment programs and bespoke solutions using our broad set of proprietary systems, deep research team and robust infrastructure.

The lynx program

The Lynx Program is our original strategy that was launched in May 2000. It is a broadly diversified managed futures program that aims to deliver high risk-adjusted returns with attractive portfolio characteristics. While the primary approach is systematic trend-following, a portion of the risk is allocated to complementary models that are designed to enhance performance in non-trending market environments. The Lynx Program has historically performed particularly well in perceived flight-to-safety environments.

The Lynx Active Balanced Program

The Lynx Active Balanced Program is an actively managed long-only strategy that invests across a broad spectrum of global markets including equity indices, fixed income instruments and commodities. The program allocates capital across markets and sectors based on risk rather than nominal value resulting in increased portfolio diversification. Systematic models developed for the Lynx Program have been revised and adapted to Lynx Active Balanced enabling the program to tactically shift allocations based on perceived market opportunities; as an example, the exposure to equity indices can range from 0 to 100 percent.

The Lynx Systematic Macro Program

The Lynx Systematic Macro Program invests globally across a broad range of financial and commodity markets applying fundamental macroeconomic signals to generate primarily relative value trades. Signals are segregated into themes and designed to capitalize on unique inefficiencies and market phenomena across multiple timeframes. The portfolio is optimized to maximize risk adjusted returns while encouraging broad participation in diverse opportunities over time and minimizing correlations to traditional investment strategies.

The Lynx constellation PROGram

The Lynx Constellation Program’s objective is to generate attractive risk adjusted returns which are differentiated from other traditional and alternative investments by employing machine learning models to identify both linear and non-linear relationships across a broadly diversified portfolio of markets.