Drury Diversified Trend-Following Strategy
The Diversified Trend-Following Program is built on elements of trend-following and diversification. The portfolio emphasizes diversification by trading metals, agricultural products, foreign exchange, stock index futures, energy products, financial instruments, and tropical products (softs).
Positions can be short as well as long. The Diversified Trend-Following Program has no market or sector bias, based on the belief that each instrument can produce long-term profits through the application of independent technical analysis and risk management.
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Drury Financial Strategy
The Drury Financial Strategy Program is systematic, technical, and fundamental in nature. The program utilizes a mathematical algorithm to analyze technical and macro-economic data in the financial markets. The trading portfolio has broad geographical distribution, including products traded on exchanges and over-the-counter markets in the US, UK, Europe ex-UK, Japan, and elsewhere. In the interest rate sector, short-, intermediate-, and long-term rates are represented. In the currency sector, there is inclusion of major and minor currencies, as well as FX cross rates. The portfolio's stock indices are in the US, Europe, and Asia. They include broad market indices as well as sub-indices.
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Drury Multi-Strategy
The Drury Multi-Strategy Program seeks to achieve attractive risk-adjusted rates of return by combining diverse strategies into a single portfolio. The program is based primarily upon quantitative research, but also includes elements of discretionary decision-making. The program includes the technical trend-following that has been offered in the Drury Diversified Trend-Following Program and also includes non-correlated strategies in equity and fixed income markets.
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Drury Currency Strategy
The Drury Currency Strategy Program utilizes a systematic approach to trading global foreign exchange instruments. The Program trades currencies in developed and emerging economies representing all major economic regions. Currencies are traded in pairs both versus the U.S. dollar as well as cross rates. Variations of position sizes reflect the perceived opportunity. The Program employs a mathematical algorithm that focuses on both the technical and term structure of the instruments traded.
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Drury Commodity Investment Strategy
The Drury Commodity Investment Strategy utilizes a systematic approach to trading global commodity instruments. The portfolio invests in agricultural, metal and energy products. The Program has no market or commodity sector bias, based on the belief that each instrument can produce long-term profits through the application of independent technical analysis and risk management. The Program employs a mathematical algorithm that focuses on both the technical and term structure of the instruments traded.
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