Investment Solution: Separately Managed Account
2
Separately Managed Accounts
Appoint Haven Cove to run client capital in a Separately Managed Account with a choice from two flagship strategies.
(i) The Dynamic Long Strategy
A probabilistic strategy, calibrating long risk allocation in accordance with prevailing spreads. It runs overweight exposure during periods of high volatility where spreads are wide and pricing is rich, and underweight exposure during periods of low volatility where spreads are compressed and the opportunity set is low. The strategy targets returns from the long side only.
(ii) The Active Directional Strategy
A probabilistic strategy, calibrating long and short risk allocation in accordance with prevailing spreads. It runs up to max long exposure during periods of high volatility where spreads are wide and pricing is distressed, and up to max short exposures where spreads trade towards historic tights and risk is asymmetric, The strategy targets returns from both the long and short side.
