MLIS Millburn Diversified UCITS Fund

Unternehmensüberblick / Kernkompetenz

Strategy: Managed Futures
Geography: Global
AUM: $270.7m

Millburn Diversified Program („MDP“) is Millburn’s longest-running long/short strategy. The strategy has evolved over the last decade into a sophisticated, multi-factor, systematic quantitative program intended to capture movements in more than 100 global futures and currency instruments. The strategy employs advanced statistical learning (machine learning) technologies to extract information from an array of different price and non-price data inputs (or „factors“) in an effort to identify opportunities in both trending and „sideways“ or „choppy“ market environments. Strategies autonomously adapt in response to regime shifts.