Market behavior and relationships will change over time in response to the economic cycle in different countries, world events, and investor experience and expectations. AlphaSimplex’s strategies are designed to learn and adapt rather than rely on long-term average conditions and relationships.
With this central principle in mind, AlphaSimplex designs strategies that are risk-smart. All employ a proprietary risk management mechanism that modulates portfolio positions over time to adapt to changing market risk with the goal of containing losses and/or enhancing return.