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Managed Futures
Altis Enhanced Macro - AlphaMaven Performance Report
July 2024 - Managed Futures
Altis Enhanced Macro is a fully systematic global macro futures strategy that dynamically allocates both long and short exposures across futures markets such as bonds, short interest rates, and commodities in an attempt to consistently capitalise on new trading opportunities as they arise. The approach is simple in concept: read the markets, update our predicted returns for each asset in our investable universe, and carefully rebalance the portfolio in an attempt to optimise the ongoi