Macro at the core
Macroeconomic and fundamental research remains central to how we assess opportunities and changing market conditions.
Strategy architecture
Multiple strategies. One research framework.
AIS operates as a multi-strategy fund with a primary focus on macro. Capital is allocated to traders across multiple allocation sleeves, with room for opportunities beyond macro. Our research framework continues to guide strategy evaluation and portfolio construction.
- 01
Develop
Historical research with an explicit development period.
- 02
Out-of-sample
Evaluate unseen data without tuning to the evaluation period.
- 03
Final holdout validation
Reserve a final blind subset for deployment readiness.
- 04
Live incubation
Review actual fills, slippage, drawdowns and signal stability.
- 05
Deploy & monitor
Scale gradually, monitor drift and re-estimate capacity.
Portfolio construction
Trader allocations within a shared framework.
Multiple allocation sleeves
Capital allocations to traders support multiple strategies within the fund's overall portfolio.
A broader opportunity set
Our focus remains primarily macro, while allowing other approaches supported by research.
A common research discipline
Strategies are evaluated through our research framework, with validation, monitoring and ongoing review informing allocations.
Illustrative architecture, not a complete disclosure of models, signals, weights or trading rules. Exposures are not recommendations to buy or sell individual securities.
Execution and capacity
Scale follows evidence.
Research and live incubation inform deployment. Capacity review considers turnover, market depth, spreads, slippage and market impact. Capital is scaled gradually and remains subject to ongoing risk and performance review.
Liquid instruments can become difficult to trade during stress. Diversification and risk controls do not prevent loss.
Allocator diligence
Start with the evidence.
Discuss the strategy, research process and operational readiness with AIS.