Negative Correlated Alpha (NCA)

Description: A dynamincally traded, macro based, multi-asset class risk mitigating strategy (Tail Risk) whose goal is to produce highly convex payouts during  turbulent “risk off” environments. The strategy targets two different attachment points while maintaining a  low drag during benign, low volatility, “risk on” environments.

Correlation: Negatively correlated to most risk assets.

Focus: Mispriced hedging opportunities in liquid markets (Equities, Credit, Rates, FX & Commodities)), mispriced correlations in all asset classes, proactive and reactive trades using creative derivatives structuring and a dynamic monetization strategy.

Instruments: Creative structures using listed and OTC derivatives.

Structure: Bespoke SMAs /Fund of One – Commigled Fund

Macro Convexity/Dislocations

Description: A bespoke discretionary global macro strategy whose goal is to exploit compelling opportunities on a convex basis in a risk controlled manner.

Correlation: Uncorrelated to most risk assets.

Focus: Asymmetric global macro themes in G7 and liquid EM in most asset classes (Rates, Credit, FX, Commodities and Equities).

Instruments: Creative structures using listed and OTC derivatives.

Structure: Fund of One / SMAs

αHedge Portfolio Alternative

Description: A strategy that combines equity Beta with our risk mitigation strategy (NCA) with systemic rebalancing

Correlation: Positively correalted to US Equities

Focus: S&P500 equity and risk mitigation

Instruments: Creative structures using listed and OTC derivatives.

Structure: Commingled Fund launch ETA early 2024