Alternative Risk Premia
Capitalising on our strong history of hedge fund and alternative risk factor research, we can provide access to diversified portfolios of single strategy alternative risk premia. We utilise process-driven quantitative and qualitative analysis, as well as a strong focus on risk management, to generate attractive liquid portfolios for clients. Our coverage and deep understanding of a wide range of risk premia factors (including tail-risk protection premia) enables a high degree of customisation to client requirements.
We have a dedicated research team of three experienced professionals. On a monthly basis, the cross-asset research team formulates top-down views on the macroeconomic environment, the outlook for traditional betas, the outlook for alternative risk premia, and looks at how these three components impact all hedge fund strategies.
We provide tailored cross-asset reports and advisory services to clients. Our cross-asset views are updated on a monthly basis and outlined formally in a quarterly market outlook report that is distributed to investors.