Aiming to capitalize on short and medium-term market inefficiencies across global financial markets

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Multi-Asset Alpha Strategy

type:

Active Management

Benchmark:

Barclay Hedge Fund Index

Key facts:

Multi-strategy approach combining statistical arbitrage, trend following, and event-driven tactics

Utilizes proprietary algorithms for trade identification and execution

Leverage of both fundamental and technical analysis for decision making

Key Objectives:

Generate absolute returns uncorrelated to traditional market indices

Maintain consistent performance across various market environments

Provide a source of alpha and diversification for the overall fund

instruments:

Liquid stocks and ETFs

Futures contracts on indices and commodities

Options for hedging and speculative strategies

Methodology:

Systematic trend-following models to identify short-term market movements
Statistical arbitrage to exploit pricing inefficiencies between related securities
Event-driven strategies capitalizing on corporate actions and economic releases
Momentum and mean-reversion strategies across multiple timeframes
Machine learning algorithms for pattern recognition and predictive modeling

risk management:

Real-time monitoring and adjustment of portfolio exposures

Dynamic portfolio construction to maintain target risk levels

Intraday stop-loss and take-profit rules for each position

Cross-asset correlation analysis to ensure proper diversification

Continuous back-testing and forward-testing of trading models

strategy benefits:

Potential for positive returns in various market conditions

Enhanced portfolio diversification through low correlation to traditional assets

Ability to quickly adapt to changing market dynamics

portfolio fit:

The Multi-Asset Alpha Strategy typically comprises 15-25% of the EXDS Capital Fund. It serves as a key diversifier, aiming to enhance risk-adjusted returns and provide stability during periods of market stress.

The strategy's adaptive nature allows it to potentially capitalize on market volatility and dislocations, complementing the more traditional long-term investment approaches within the fund.