22.01.2013 Opalesque Exclusive: Ex-Tudor manager to launch global macro fund that bets on risk premia
Benedicte Gravrand, Opalesque Geneva:

Global macroeconomic uncertainty has driven bond yields to record low and global risk premia to all time highs. AlphaParity’s new fund, the All-Weather Strategy, which is to be launched this week, is designed to capture those very risk premia.

The fund is fundamental with a momentum bias, and it focuses on value, carry and momentum across the four ma

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