Low Tide Capital Management is a global macro managed futures CTA. The strategy combines a successful track record as a discretionary portfolio manager with a model-driven framework honed over the last several years that focuses on market trend and momentum. The program uses systematic price-based models as an overlay on the advisor’s views about how political, social, and economic forces can impact markets in unexpected ways. The program trades futures and options across all liquid macro asset classes with an emphasis on finding highly convex positions across 2-5 unique themes that together are more resilient to the short-term noise in modern markets. The strategy focuses on preservation of capital in benign market conditions, while being geared towards environments where traditional asset allocations struggle.  

The name, Low Tide Capital Management, is inspired by the manager's academic focus at UChicago on the bailout of the hedge fund Long Term Capital Management. The lessons of quantitative hubris, leverage, and moral hazards could soon be more important than ever.