Alternative Investment Posts
The Altis Enhanced Macro futures program dynamically allocates both long and short exposures across futures markets in bonds, short interest rates, and commodities in an attempt to consistently capitalise on new trading opportunities as they arise. Our 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 ongoing trade-off between risk and expected returns.
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