The Trident Global Macro Enhanced Strategy targets 18% Volatility. It is a long/short multi-asset strategy that deploys a diverse set of models backed by fundamental insights and theories. The strategy invests in stocks, bonds, currencies, and commodities through futures. The strategy is managed at a 18% target volatility while maintaining a low correlation to equities and common betas. The strategy is fundamentally-based, systematic, highly liquid, and employs uncorrelated, consistent, and repeatable ideas.
Trident's edge lies in its ability to model and systematically identify and exploit investor risk appetite throughout changes in macroeconomic cycles and market regimes. Our edge lies in understanding: 1. which regime we're in, 2. what fundamentals are relevant in that regime, and 3, how market participants' behavior can drive asset prices. The strategy dynamically shifts exposures across market regimes, assets, and time horizons. Trident's risk management and portfolio construction include measures of market volatility and investor risk appetite to add stability and consistency to Trident's portfolio.