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TRUEPENNY GLOBAL MACRO

8-11%          

Absolute return target

5-7%          

Volatility target

1:20          

Fee structure

Monthly

Liquidity

SYSTEMATIC DYNAMIC ASSET ALLOCATION

A dynamic allocation to very liquid bond futures, equity index futures and cash based on the algorithm TRIVA in several liquid currencies. The TRIVA risk standard is uncorrelated with SYSTEMATIC RELATIVE VALUE and MACRO.

SYSTEMATIC RELATIVE VALUE

Systematic relative value strategies based on our proprietary algorithms. The combination with the SYSTEMATIC DYNAMIC ASSET ALLOCATION purifies alpha.

DISCREATIONARY MACRO THEMES [Inflation focus]

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We utilise the expertise of our managers to mitigate and capitalise on risk that can't be immediately systematized. Room to evaluate and finetune systematic processes, securing the evolution of the fund, as well as continuously optimising the fund risk level.

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