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
  • Onshore liquid alternative structures: UCITS
  • 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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