Altis Partners (Jersey) Limited

Overview

The Altis Enhanced Macro ("AEM") is a fully systematic global macro futures strategy that dynamically allocates both long and short exposures across futures markets such as bonds, short interest rates, and commodities in an attempt to consistently capitalise on new trading opportunities as they arise. The 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.

Our prediction indicators are based on persistent and well researched sources of expected alpha: trend, yield, and cross-asset valuation. When taken together and coupled with a sophisticated optimisation and risk management framework, we believe a persistent edge is possible - an edge that is particularly well suited to the current market environment. An edge that should deliver a stream of uncorrelated returns driven by flux and uncertainty as markets adjust to new macro realities.

The program focuses on only the most liquid futures markets, thereby accessing the benefits of an active trading approach while keeping transaction costs to a minimum, even at large scale. In an environment where the traditional 60/40 allocation model appears to be changing, Altis Enhanced Macro offers investors an alterative strategy to diversify their portfolios.

Program Details