Aspect Core Diversified Programme

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Description

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

Benefits

  • Deploys identical trend models to flagship Diversified Programme
  • Benefits from Aspect’s experience and trend following research
  • Attractive risk mitigating / crisis risk offsetting portfolio properties
  • Low correlation to traditional and alternative asset classes
  • No directional bias
  • Significant capacity

Key Facts

Inception
November 2014
Markets
90 highly-liquid financial and commodity markets: exchange -traded futures and FX
Vehicles
  • Onshore and offshore comingled vehicles
  • 1940 Act vehicle
  • Managed Accounts
Availability

The programme is available to professional investors only.

Quality vs Quantity: there are many different methods of creating trend following models.

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