Investment Overview
Strategy Description
The Smart Alpha 2x program applies the strategy of the firm’s flagship Diversified Program to 16 highly liquid global Fixed Income and F/X markets. Trading is quantitative and systematic, with an average investment duration from minutes to weeks, averaging 1.5 days. The program performs particularly well in volatile market conditions, when investors are most susceptible to biased, predictable behavior. Because of this, the strategy is long realized volatility. The trading strategy is the result of 30 years of research into how cognitive/behavioral biases impact financial markets, and consists of over 60 diverse, systematic trading rules.