Model Portfolio Last updated: September 22, 2023
i
Our investment horizon is 6-12 months, and the Model Portfolio synthesizes our Strategic and Tactical research into a simple and transparent vehicle that expresses our bets.
The portfolio's objective is to maximize the risk reward across the various opportunities derived from our research - it's a collection of our best bets and protection against major tail risks to the economy.
We use the S&P500 as our performance benchmark and update our portfolio depending on the outcome of our ongoing research.
Insights i
Our research features a Strategic and Tactical component:
The Strategic component formulates our investment thesis that has a horizon of six-to-12 months. The approach is top-down, contextualizing the macroeconomic backdrop with historical analysis. To do that, we leverage our extensive quantitative capabilities. We seek to understand the fundamental dynamics operating across markets and exploit big dislocations.
The Tactical component leverages our expertise in technical analysis to highlight attractive and actionable setups that best express the views derived from our strategic research. We look for opportunities that maximize the risk-reward.
Select category
Categories