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The Rhicon Third Wave Systematic Strategy (RTWS) is a short-term trading strategy that seeks to generate consistent risk-adjusted returns through an uncorrelated stream of alpha drivers.
The strategy utilizes an all-weather approach to trading a portfolio of highly liquid instruments across the FX and precious metals on the long and short side. Using a combination of trend-following and mean- reverting strategies, the portfolio is well-diversified and provides investors with a de-correl
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