Making the most out of the diversity of managed futures strategies is a key focus of the HI Varengold CTA Hedge. It does this by combining several managed futures and liquid global macro strategies in the portfolio with a more flexible approach than is typical among fund of hedge funds.
Manager selection and strategy allocation is mainly undertaken by Varengold's investment committee which subdivides the investment strategies into five major categories. These categories are trend following, whic
The week on Risk.net, December 9–15 2017Receive this by email