Our quantitative strategies apply a systematic investment process to a diversified universe of liquid financial instruments, which include equities, currencies, and commodities in both spot and derivatives markets. The strategies operate “around the clock” with a short to medium-term investment horizon, typically holding positions for a few days to a few weeks depending on market conditions and volatility, which allows for maximized portfolio liquidity and dynamic risk management.

Our objective is to profit from global macroeconomic and geopolitical trends and events while remaining protected against adverse developments. Our strategies are designed to perform as a stable profit generator during calm market conditions and a safe haven option during times of uncertainty, high volatility or crisis. The systematic nature of our research process and risk management rules allow our strategies to remain invested during times of uncertainty or increased volatility.

Our strategies involve a multi-asset allocation that combines different types of asset classes, such as currencies, equities, and commodities to create a more flexible and broadly diversified portfolio. Multi-asset strategies understand that global markets are interconnected and that new information can impact more than one asset class at once. Therefore, we seek to benefit from a high-level systematic allocation strategy as a critical component of our process.