Aspect Systematic Global Macro Programme

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Description

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.

Benefits

  • Low correlation to traditional and alternative asset classes
  • Combination of valuation, technical and sentiment driven models
  • Diverse mix of research ideas

Key Facts

Inception
July 2004
Markets
46 traded across futures and forwards
Vehicles

Managed Accounts

Availability

The programme is available to professional investors only.

Dr Anoosh Lachin and Asif Noor have also developed two currency strategies which apply a similar systematic approach to global currency markets.

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