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WHAT MAKES US DIFFERENT

6 ABSOLUTE RETURN STRATEGIES...
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*Absolute return: A portfolio that becomes independent of the direction of the market.

Multi Asset

Strategies applied on a diversified group of assets: commodities, forex, bonds…

Mean reversion

Strategies that profit from mean reversion behaviours after extreme movements, either euphrias or panics.

Equity Strategies

Applied periodically on European and American index components with technical and fundamental criteria.

Volatility

Strategies that profit from different characteristics of volatility derivatives.

Fund Selection

Strategies that use third party funds with a monthly rebalance and intramonth adjustments to create a dynamic asset allocation process.

Time value

Strategies that benefit from the temporary loss of value in the prime of the options in certain market situations.




...APPLIED TO AN UNIQUE FUND
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AURYN METASTRATEGY

Every strategy is based on different sources of alpha.

The final result is a unique blend of styles designed to be market independent, therefore a good idea to improve traditional mixed portfolios.

The Auryn metastrategy allocates the weights in the portfolio using a dynamic risk budget approach, obtaining a convex behavior able to preserve capital without compromising the upside.

We build decorrelation by managing strategies, not assets, to avoid the classic spike in correlations during crises.

Market inefficiencies are our better way to obtain return, not the direction of bonds or equity.

All of our strategies are cuantitative and transparent, free of emotions and supervised.

A stronger portfolio.
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