Systematic, momentum-based investment programme complemented by a range of modulating strategies. Applied to many of the most liquid global financial and commodity futures, currency forwards and other derivative contracts. Operating in over 220 contracts in over 180 markets across eight different asset classes. Seeks to generate sustainable, high-quality returns, which are uncorrelated with returns from major asset classes.
- Low correlation to traditional and alternative asset classes
- No directional bias
- Robust research infrastructure
- Attractive risk mitigating / crisis risk offsetting portfolio properties
- Significant capacity