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 three main categories: Trend Following, Macro and Currency, and Multi-Strategy and Customised Solutions.

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 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 Core Diversified Programme

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

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 Systematic FX Programme

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

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 Multi-Strategy Solutions

Optimal combination of Aspect’s directional and relative value alpha sources.

Aspect Absolute Return Programme

Enhanced, systematic risk premia programme.

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