U.S. equities / ETFs
Liquid equity exposure to growth and broader market conditions.
Strategy architecture
Systematic macro, from data to position.
Macroeconomic and fundamental information informs portfolio construction across changing market regimes.
- 01
Macro / fundamental signals
Rates, inflation and institutional liquidity flows
- 02
Portfolio construction
Translate research into diversified exposures
- 03
Risk management
Assess correlation, sizing and execution
- 04
Liquid portfolio
Equities / ETFs, Treasuries, cash and gold
Portfolio construction
A liquid, multi-asset implementation.
Treasury-related exposures
Duration and defensive exposure informed by growth, inflation and rates.
Gold / precious-metals-linked exposures
A potential diversifier across real-rate, inflation and uncertainty regimes.
Cash
Liquidity within the portfolio as exposures change.
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.