Original investment strategies. Delivered.

Cross Asset Macro is a research product aimed at multi-asset portfolio managers. It is constructed as a hypothetical hedge fund, with a particular focus on identifying and structuring macro long/short strategies across liquid asset classes.

The investment process to produce the paper portfolio will utilise extensive market experience and a quantitative input to build a coherent and appropriately risk managed portfolio of hypothetical strategies. Subscribers will have access to all of the strategies, the associated analysis, the quantitative models used in the process and the performance and risk characteristics of the portfolio.

The product is intended to provide original, high quality cross asset ideas in a structure that is sympathetic to the realities of absolute return portfolio management. Producing ideas that can be replicated, it’s format also helps to illustrate how the constituents of liquid macro are moving relative to each other, thus adding an important input to the risk allocation process of any macro portfolio manager.