Quantitative Fixed Income Macro UCITS

Overview

Fund Strategy Macro
Fund Geography Global
Investment Advisor CrossBorder Capital Ltd
Portfolio Manager Pablo Carbajal
Fund Currency USD
Fund AUM $32.4m
Fund AUM (GBP) £24m
Fund AUM as of 31 December 2018
Fund Inception 26 September 2018
Fund Indices AH Macro UCITS Index
Sub Index - Systematic Macro

Fund Objective

An all-weather systematic macro strategy with a long volatility bias and low correlations to other strategies. Run using liquid listed options & futures, combines proprietary macro inputs with price driven models to a position in G10 sovereign curves and market rates. It has been live since 2010 in managed account format, now investable as UCITS.

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