Research of short- and medium-term market inefficiencies across global financial markets

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Multi-Asset Alpha Framework

type:

Benchmark:

Barclay Hedge Fund Index

Key facts:

Analysis of event-driven market shifts

Use of proprietary algorithms for opportunity identification

Leverage of both fundamental and technical analysis for decision making

Key Objectives:

Target returns with low correlation to traditional equity and bond markets

Aim for consistent performance characteristics across diverse market environments

Identify and capitalize on diverse sources of alpha across multiple asset classes and strategies

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 dislocations

Event-driven strategies capitalizing on corporate actions and economic releases

Deployment of momentum and mean-reversion strategies across various asset classes and timeframes

risk management:

Real-time monitoring and market adjustment analysis

Cross-asset correlation analysis

Continuous back-testing and forward-testing of trading models to evaluate market patterns

strategy benefits:

Potential to generate positive returns across different market environments, independent of broad market

Enhanced portfolio diversification through low correlation to traditional assets

Ability to adapt quickly to changing market dynamics and trend shifts

portfolio fit:

The Multi-Asset Alpha Strategy typically comprises 15-25% of the portfolio. 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 portfolio.