Global Quantitative Multi-strategy

Global Quantitative Multi-strategy (Quant CTA Portfolio) is a relative value, non-directional, absolute return volatility strategy that seeks to achieve superior returns and deliver uncorrelated alpha by capturing market inefficiencies and mis-pricing across global volatility markets.

Greater China Opportunities

Greater China Opportunities (Greater China Risk Premia Alpha Opportunities) is an Alternative Risk Premia strategy that aims to achieve higher returns with lower volatility and lower drawdown than traditional equity investments in Greater China Markets. It combines quantitative and qualitative research to take advantage of the inefficiencies, high volatility and rich risk premium in Chinese market. It is a combination of three sub-strategies: Greater China Volatility Controlled Equity, Greater China Volatility Risk Premium and Greater China Equity Alpha Enhancement.