Each strategy follows the same governance, risk controls, and reporting standards. The objective is durable, repeatable performance with controlled drawdowns.
We analyze central bank reaction functions, fiscal dynamics, and balance-of-payments. Positions include directional, relative value, and carry/roll expressions across rates and FX. Risk is sized by regime and liquidity.
Our macro process integrates nowcasting, term-premium estimates, and event playbooks for key policy dates.
We combine bottom-up fundamental research with alternative datasets to identify mispricings. Factor neutrality is used when appropriate. Net exposure is actively managed based on regime and dispersion.
Frameworks include earnings revision models, supply-chain mapping, and governance screens.
We invest across investment-grade, high-yield, and structured credit with hedged overlays. Scenario analysis considers spread moves, default paths, and recoveries under multiple regimes.
Liquidity ladders and capacity analysis guide position sizing and exit planning.
Short-horizon microstructure and medium-horizon statistical edges are developed with rigorous backtesting and live monitoring. Model governance includes champion–challenger rotation and drift detection.
Execution focuses on minimizing market impact via adaptive participation and venue selection.