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.
- Blend of alternative return sources in futures and equities
- Combines commonly documented and idiosyncratic factors
- Systematic research-enhanced capture of risk premia
- Risk parity portfolio construction
- Targets a stable return profile with no dominant driver