It invests in foreign exchange, fixed income, equity and commodities as well as liquid financial futures and currency forwards in global developed and emerging markets.
It follows an absolute return long/short global macro strategy. Its investment style is a fundamentally driven assessment of the global economy with a bottom up analysis of market drivers.
The portfolio is a single book made up of 5-10 themes. Diversification is at the heart of its approach. Themes are derived from in-house res