PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.
The Global Vista Quad ("GVQ") program seeks to maximize risk adjusted investment returns by extracting THETA (time value) from four uncorrelated futures options. The program was designed with the objective of achieving top quartile, risk adjusted absolute returns, which are uncorrelated to CTA, Equity, Bond, and Hedge Fund indices, while providing value-added diversification to portfolios consisting of traditional assets.
GVQ generates alpha both from volatility and market direction by selling covered options (skewed iron-condors) on four (4) futures contracts with a typical maturity of 4 months. The underlying futures employed are the S&P 500 index, 10-Year Notes, Crude and Gold, with equal 25% portfolio allocation to each one. The strike prices are systematically calculated by a proprietary algorithm that provides the most probable price range for the underlying future contracts. The decision-making process is hybrid systematic/discretionary, where positions are constructed systematically but the exact timing of every new trade is discretionary, depending on market fundamentals and technical analysis. Portfolio rebalancing is always made at least 30 days before the options' expiration to minimize portfolio risk. Portfolio risk is also constrained by the relatively low leverage employed (average margin/equity: 25%).
GVQ attempts to predict the medium-term trading range of the selected futures for a period of 4 months and NOT the exact price levels, and so relies less on timing the market and direction.
Global Vista Advisors, LLC is an alternative investment firm incorporated in the United States and operating from Europe.
Our objective is to achieve top quartile, risk adjusted absolute returns amongst all reporting CTA's, in all reasonably likely future market scenarios, and seek to provide added-value as a diversification to portfolios that are comprised of other assets.