About this Strategy
This global strategy seeks to maximise risk-adjusted returns in trending regimes and minimise 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
Utilising multiple price series and trend time horizons with the aim to minimise the ‘negative carry’ typically associated with trendless market environments
