Our investment strategies

QGM is a multi-model quantitative global macro strategy that relies on a diversified set of factors across many different markets. The component models that make up the product have been developed over a number of years and a diverse set of market environments. For any given market environment, there are at least one or two component models designed to generate alpha for that specific environment. The manager uses advanced statistical techniques to dynamically weight the component models to most effectively exploit current market conditions.

GTAA (Global Tactical Asset Allocation) is an extremely capital-efficient overlay or "portable alpha" strategy whose target is to add an incremental 1 or 2 percentage points of return to an existing portfolio without increasing the existing portfolio’s volatility by more than 1 or 2 percentage points annually. The strategy can also be managed at higher risk levels to generate higher returns.

LASER and GLOBAL ALTERNATIVES use futures and forwards to replicate exposures to a diversified set of the most common liquid risk premia driving hedge-fund returns. This strategy provides similar diversification benefits as a fund of hedge funds, and is well-suited for large institutional investors who cannot otherwise find adequate capacity among hedge-fund managers, as a liquidity buffer with an otherwise less liquid portfolio, and for smaller investors who would not otherwise have access to the diversification benefits of hedge funds because of minimum-investment requirements.