The four markets are equity, fixed income, currency and commodity with a dual approach to trades from a volatility and macro perspective. The fund uses volatility positions to make money.
It uses dynamic allocation of capital between the four asset classes and aims for diversification of returns due to and managing risk in derivative markets and to exploit synergies in different asset classes and strategies. It takes a double alpha approach where every trade screened through two filters.
The week on Risk.net, March 10-16 2018Receive this by email