The Global Multi-Strategy portfolio seeks to exploit how financial market participants respond to stories and patterns, which may be described as narratives.
This portfolio utilizes natural language processing (NLP) to assess narratives; from this analysis, trading signals are calculated for 24 ETFs across a range of asset classes and regions, creating 6 sub-strategies that are combined to form a Global Multi-Strategy portfolio.
The portfolio takes long and short ETF positions and has been launched in partnership with a sophisticated hedge fund.