LCM Macro offers independent, idea-driven research and trading strategy, covering all aspects of macro investing, tailored to institutional macro investors. The desk also provides access to LCM multi-asset based execution platform.

 LCM Macro has developed a strong investment process similar to an aggressive global balanced fund: we identify macro drivers of each asset class to implement econometric models aimed at timing investment cycles. We then combine asset allocation tools, quantitative models and add a discretionary filter to result in the highest risk adjusted trading strategies.

 LCM Macro capitalizes on structural trends and short term tactical opportunities. These results are actionable trade recommendations sent on a regular basis via an original research publication. To be completely transparent in terms of follow up, we trade a "virtual portfolio" through emails, and publish its live P&L every week.

LCM Quantitative Portfolio Strategies research combines deep fundamental analysis of market drivers with state-of-the-art statistical tools to provide enhanced beta and performance-seeking alpha indices across assets, such as equities, bonds, foreign exchange, and commodities. Our flagship product is Commodities Enhanced Roll Yield Strategies or CERYS, which uses a combination of fundamental and technical indicators to drive long-short strategies on calendar spreads for 13 energy, agricultural, base metal, and soft commodities. The strategies deliver outstanding performance across all time periods and all market environments.