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County Cork Macro Program Releases November 2022 Performance
November 2022 - Managed Futures
The Macro Equity Hedge strategy is a systematic program designed to produce stock market like returns over time with much lower volatility through a combination of protection and performance. The strategy is a made up of a long-only basket of Emini S&P futures, 10 year note futures, and gold futures. Portfolio diversification alone is rarely a sufficient strategy to protect portfolio value, as it can still subject investors to large losses. Combining diversification with quantitative mo