London,UK
The Melchior Systematic Global Macro Strategy is designed to dynamically allocate across all major liquid classes and geographies (using liquid futures and FX forwards) with the aim of delivering consistent returns within a defined risk budget. A proprietary system, BLADE, uses algebra to identify what areas of the market, either single asset or combinations of assets (proprietary clusters), are likely to be independent. Each sub-strategy is shock-tested across risk transformations in an effort to ensure robustness.