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EDGE

the dynamic risk allocation program

EDGE is a global risk parity program capturing alpha and beta from cyclical investor behaviour. The program uses price and fundamental data to dynamically take advantage of predicted investor behaviour during different market regimes and cycles by trading a focused portfolio of futures markets globally (bonds, equity indices, commodities, currencies) to create a dynamic and highly adaptive risk parity exposure. The target return for the strategy is 12%+ at a volatility of ~10% per annum.

sources of alpha

cyclical investor behaviour

how does the program extract it?

it uses price and fundamental data to dynamically take advantage of predicted investor behaviour during different market regimes and cycles

markets and instruments traded

the most liquid global futures markets (bonds, equity indices, commodities, currencies)

target return and volatility, P.a.

12%+, 10% volatility

available product STRUCTUREs

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