The strategy identifies medium-term trends in futures markets and takes positions to benefit from persistence of these trends. The strategy utilizes only price indicators, eschewing fundamental analysis, and avoids any discretionary overlays, relying instead on purely systematic, back-tested approach. The strategy covers a broad universe of over 100 futures contracts traded on exchanges around the world, including North America (including Canada and Mexico), Europe, Asia, and Australia.
Mr. Rehor has 20 years of experience in investment management. After working as a business analyst at McKinsey & Co., he started his Wall Street career in 1997 as technology sector analyst with Sanford C. Bernstein & Co. From 2000 to 2004 he worked as equity analyst at Putnam Investments on the team managing the International Capital Opportunities Fund (PNVAX). From 2004 until 2013, he was an analyst and portfolio manager at Third Avenue Management where he was a partner and co-manager of the $1 billion+ Third Avenue International Value Fund (TAVIX). Mr. Rehor is the founder of investment company Ubival. He graduated from Yale University with a BA in Economics, summa cum laude. He is a CFA Charterholder and holds the Certificate in Quantitative Finance from CQF Institute in London.