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Managed Futures
Leibniz DISLOCATION Program - AlphaMaven Performance Report
February 2024 - Managed Futures
The Leibniz DISLOCATION program is a set of equity statistical arbitrage-focused investment strategies that utilize machine learning and AI. Since its inception, the program has generated consistent, low-volatility returns that are not correlated to the broader market or common risk and style factors. The program looks to identify and profit from "dislocation", a term used to describe a high level of disagreement among models and market participants about the fair value of an instrument