New York City
Strategy:
- Systematic short term momentum strategy
- Differentiation upon classical trend following with a focus on positive skew
- Looks for volatility expansion for better hedging characteristics and Alpha generation
- Seeks to hedge tail risk
Investment Process:
- Short term momentum strategy with trades lasting 8 days on average
- All markets traded with the same parameters, in order to handle market regime shifts
- Models optimized broadly to allow adaptability
AQO is designed to perform well during periods of volatility expansion or potential simultaneous fixed income and equity market corrections.
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