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 is best known as a Managed Futures manager. Our flagship Diversified Programme has provided diversifying returns to investors since its launch in 1998 by applying a medium-term trend following strategy. However, our capabilities 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

Aspect Diversified is Aspect's flagship medium-term trend programme. Enhanced trend-capture models are complemented by a 20% risk allocation to a broad range of modulating strategies.

Aspect Systematic Global Macro Programme

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

Aspect Tactical Opportunities Programme

Multi-style shorter-term managed futures strategy comprising: relative value, short-term, factor premium timing and momentum themes. 

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

Multi-factor alternative risk premia programme. Maximises diversification from a broad range of absolute and relative factors in multi-asset derivatives and cash equities, including: momentum, term structure, value and sentiment.

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 solutions drawn from the full range of Aspect’s capabilities. Robust risk parity allocation technique combines over 60 underlying systematic strategies to meet investor requirements. Timeframes from one day to over six months.

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