About this Strategy
Systematic strategy that seeks to capture trends across a diverse range of assets within fixed income, interest rate, equity, commodity and currency markets. The portfolio is managed with end-to-end systematic construction and risk management, with the objective of generating positive absolute returns, with low correlation to traditional asset classes, in markets which are positively or negatively trending.
Glossary
Investment Approach
Disciplined diversification
Systematic strategy that seeks to capture trends across a diverse range of markets.
Alpha opportunities
Utilises a crossover trend signalling model to identify turning points in markets while limiting portfolio turnover in ‘noisy’ or trendless markets.
Risk factor management
Agnostic risk parity approach to portfolio management, designed to spread risk factors evenly across the portfolio.
