• A global macro strategy built on the orthogonal thinking and in-depth macroeconomic analysis of a diverse team of international fixed income and currency specialists
• While focusing on macro themes and trends, the strategy has the flexibility to capture investment opportunities from diverse market conditions
• The strategy aims to preserve capital and at the same time generate positive returns throughout the market cycle – aiming to capture upside and defend during market downturns.
Our process blends a top-down global macro perspective, with a tactical, bottom-up approach that selects better risk-reward portfolio constituents within the universe that fits our global macro views. The strategy invests across six buckets of asset classes with the flexibility to be more opportunistic in certain areas, especially currency, duration and credit, in order to create an optimised portfolio.
We adopt a robust risk management process, that puts strong emphasis on drawdown control and outperformance of the markets by opportunistic strategies in down markets and distressed times.
The portfolio construction is based on a 3-pillars approach.
An 80-20 investment style that blends global macro inspired discretionary management (80%), with state-of-the-art quantitative frameworks and modelling (20%)
A flexible strategy that combines the search for beta (yield enhancement) with a more opportunistic, macro hedge fund-type approach
The strategy aims to achieve positive returns regardless of market conditions by optimising the asset allocation across multiple asset classes, such as rates, credit, currencies, and equities.
Global macro specialists
Our experienced team of investment professionals have well-established and recognised expertise in currency management and macro analysis, and is highly regarded by some of the largest central banks, asset managers, sovereign wealth and hedge funds in the world for their orthogonal insights generated through original macroeconomic analysis and rigorous quantitative modelling.
Senior Portfolio Manager
CEO and Co-CIO
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