MAI Macro Partners
A discretionary proprietary trading pod deploying private capital across the world's deepest futures markets. We seek asymmetric setups where macro dislocation meets liquid execution.
— Mandate
MAI Macro Partners operates as a single-manager discretionary pod focused on liquid, exchange-cleared derivatives. Our thesis is straightforward: in an environment of persistent policy divergence, commodity re-pricing, and structural rate volatility, disciplined discretionary traders can extract repeatable alpha without warehousing illiquid risk.
Positions are sized against a fixed capital base with predefined stop parameters. We do not use leverage beyond exchange minimums, do not run overnight gap risk in illiquid contracts, and do not participate in structured products, OTC swaps, or bilateral credit.
— Highlights
Instruments
Equity index futures (ES, NQ, DAX), rates (ZN, ZB, Bund), FX (6E, 6J), and select energy & metals contracts on CME and ICE.
Risk Framework
Position-level stops, daily loss circuit-breakers, correlation-adjusted exposure caps, and a hard monthly drawdown floor.
Execution
Direct market access via institutional FCM. Sub-second latency. No dark pool routing, no payment-for-order-flow dependencies.
Edge Sources
Macro regime identification, cross-asset flow analysis, and calendar-driven event trades around scheduled central bank and data releases.
— Reporting
Trading activity is reconciled monthly against clearing statements. Performance is reported net of exchange fees and clearing costs. We publish drawdown, Sharpe, and rolling monthly returns internally on a T+3 basis.
— Disclosures
MAI Macro Partners deploys proprietary capital only and does not accept external investor subscriptions. Nothing on this page constitutes an offer, solicitation, or recommendation to buy or sell any security or derivative. Futures trading involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results.