Liquid Alt Strategies Summary
The strategies below are leveraged to volatility
Strategies 1-3 are fully systematic, Strategy 4 is discretionary
The Medium Term CTA strategy will be able to exploit both expanding volatilities as well as increasing macro economic divergences. CTA 2 is designed to outperform the S&P 500 in down markets. CTA 3 is a short term FX manager employing a volatility based systematic strategy. Strategy 4 is a global macro manager that expresses concentrated views via exchange traded futures.
All strategies are most vulnerable to periods of intense volatility compression and low vol of volatility
All Performance is reported Net
Returns below are cumulative annualized returns.