Bloomberg – GCI Systematic Macro Fund, which earned 167 percent on Japanese government bond futures in 13 months, is scanning computer models to profit further as global monetary policy diverges.
The hedge fund employs a computerized global macro strategy to invest in exchange-traded securities, mainly in developed countries, said Kyo Yamamoto, head of the quantitative research and strategy group at Tokyo-based GCI Asset Management. The gain since inception in February 2014 was also supported by European bond future bets, he said. The Chicago-based Hedge Fund Research Inc.’s index tracking similar funds globally returned 17 percent in the same period.
