For Institutional Investors in the US

Dynamic Trend

This systematic, time-series momentum strategy seeks to capture trends in global markets

Overview

About this Strategy

This global strategy seeks to maximize risk-adjusted returns in trending regimes and minimize drawdowns in trendless regimes. The portfolio is managed with end-to-end systematic construction and risk management, with the objective of generating absolute returns with low correlation to traditional asset classes through the cycle. The strategy is diversified across asset classes (interest rates, bonds, currencies, stock indices and commodities) and time horizons.

Investment Approach

Systematic strategy that seeks to capture trends across a diverse range of individual markets, asset classes and macroeconomic regimes

Multi-dimensional approach to portfolio construction with the aim to capture a broader universe of trends

Utilizing multiple price series and trend time horizons with the aim to minimize the ‘negative carry’ typically associated with trendless market environments

PORTFOLIO MANAGEMENT

Andrew Kaleel

Portfolio Manager

Industry since 1990. Joined Firm in 2013.

Mathew Kaleel

Portfolio Manager

Industry since 1995. Joined Firm in 2013.

Maya Perone

Portfolio Manager, Diversified Alternatives

Industry since 2000. Joined Firm in 2007.