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.