Strategies

Lynx has been developing innovative and dynamic models since 1999. We currently offer three strategies and are able to create 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 constellation program

The Lynx Constellation Program was launched in 2019 and employs the machine learning models traded in the Lynx Program since 2011. The objective of the program is to generate high risk-adjusted returns with a low correlation to trend-following and traditional asset classes. The models in Lynx Constellation attempt to identify both linear and non-linear relationships across a broadly diversified portfolio of fixed income, stock index, foreign exchange and commodity markets. As the models constantly adapt to – and learn from – new information, the market phenomenon exploited at any given time will change with the environment.

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.