FRM Equity Alpha

  • High conviction strategy with over 15 years’ experience investing in and researching top statistical arbitrage managers
  • Targets optimal long-term performance through a combination of forecasts of volatilities, correlation assumptions and risk/reward expectations
  • Aims to provide low correlations to traditional assets classes such as stocks and bonds
  • Aims to maximise sources of diversification with a minimum number of holdings
  • Exposure to high-quality managers that are otherwise closed to external investment