Didier Darcet
2 January 2019

Mission Impossible

TrackMacro returned -2.1% in 2018 and +22% since its launch on June 30, 2015, vs. +5% for global equities. The AI program is designed and trained to control large equity risks, not small market fluctuations, whilst demonstrating a financial paradox: it is possible to make higher returns by taking less risks. However, there is an inherent trade-off when modelling, and controlling large and small fluctuations is mission impossible!