FORT is a quantitative, systematic investment management firm based in Washington, D.C. and New York that primarily trades global futures and US equities markets. Our founding partners, Yves Balcer and Sanjiv Kumar started the firm in 1993, after managing a capital pool of approximately $25 bn for the World Bank in a global macro strategy. FORT currently manages approximately $5.7B in assets and has over 55 professionals.
FORT uses proprietary trading systems to manage capital across four main trading programs: its multi-strategy Global Diversified and Global Futures Programs as well as its stand-alone Global Trend and Global Contrarian programs. FORT trades a spectrum of global futures contracts including interest rates, bonds, currencies, equity indices and commodities. FORT’s programs are fully systematic and are designed to have low correlation with broad equity indices. All FORT strategies are adaptive, dynamically and systematically shifting risk allocations among assets classes and underlying parameter choices for our futures based trading systems, and dynamically weighting selection factors as a function of market regimes in our equity strategy.