Multiple systematic solutions

Founded by industry pioneers and driven by a continuous research and development effort, Aspect has a long history of providing innovative products and diversifying performance. We group our products into four main categories: Managed Futures, Alternative Risk Premia, Currency and Multi-Strategy.

All Aspect’s systematic solutions benefit from:

  • A disciplined, repeatable systematic investment process
  • Rigorous risk management
  • A continuous and collaborative Research and Development process
  • The capture of persistent opportunities in global markets

Aspect has provided Managed Futures programmes since the company’s inception in 1997. Our solutions in the managed futures space have grown and our products now cover each of the three principal strategy types in the systematic managed futures space: systematic trend following, systematic global macro and shorter-term trading.

Aspect Diversified Programme

Enhanced trend-capture models complemented by a 20% risk allocation to a broad range of modulating strategies. Applied to many of the most liquid global financial and commodity futures, currency forwards and other derivative contracts.

Aspect Alternative Markets Programme

Medium-term trend following applied to an alternative portfolio of markets.

Enhanced trend capture models investing in non-traditional markets. These include: over-the-counter asset classes, emerging markets, ETFs, less liquid futures and harder to access credit and swap markets.

Aspect Systematic Global Macro Programme

Systematic relative value approach to global fixed income, global stock indices, currency and volatility investing. Captures macro-economic theories and understanding using a range of input data.

Aspect’s alternative risk premia solutions provide investors with efficient exposure to a range of diversifying alternative return sources. We welcome the rise of risk factor investing and the diversification benefits that it can bring to investors’ portfolios. However, we believe the best way to capture these persistent factors in markets is through well-designed and researched strategies (and not over-simplified rules-based approaches). That is why our risk premia products benefit from all our research, experience and trading expertise, whether capturing the single pure momentum factor or a diverse range of different return drivers.

Aspect Absolute Return Programme

Enhanced, systematic risk premia programme. Captures and exploits a broad range of absolute and relative factors in multi-asset derivatives including: momentum, carry and value.

Aspect Core Diversified Programme

Medium-term trend following programme. Pure, single-factor time series momentum approach.

The foreign exchange markets are often overlooked by investors. They can offer good opportunities for returns, but they can also be a source of significant risk for investors with overseas exposure. Aspect offers a range of customisable systematic currency solutions, from passive hedging to minimise undesired risk through to dynamic hedging solutions to pure alpha generating currency strategies.

Aspect Dynamic Currency Hedging Programme

Currency alpha models deployed within custom constraints and benchmarks. Adds systematic alpha as an overlay to foreign currency hedging.

Aspect Systematic FX Programme

Global currency alpha. Systematic relative value approach to global currency investing. Captures valuation, sentiment, and technical effects.

The benefits of diversifying across a range of different strategies are well understood. But there are many practical challenges to deal with, including transparency, risk management, and funding, leverage and cost inefficiencies. Therefore, Aspect works with investors to build highly diversified investment solutions combining the full range of Aspect’s capabilities.

Aspect Multi-Strategy Solutions

Highly diversified and customisable investment solution drawn from the full range of Aspect’s capabilities. Robust risk parity allocation technique combines over 100 underlying systematic strategies to meet investor requirements.

Latest News & Insight