Global
Diversified
Alpha

Global Diversified Alpha

The Global Diversified Alpha fund is a system-driven program, which uses a sophisticated and robust approach that's able to capture trending behaviour whilst continually managing risk. The strategy is the result of many years of trading experience, research and development. This includes many innovative features that are very unique in the quantitative space.

The fund uses proprietary linear strategies for the identification of trends and movement in market prices. These are based on Digital Signal Processing (DSP) techniques used to identify a variety of cycles over multiple time frames.

The linear DSP approach is blended with a non-linear Pattern Recognition (PR) methodology used to identify significant turning points in trends where traditional trend following systems can be slow to respond. The linear and non-linear, DSP and PR strategies take advantage of independent informational subsets from price data and therefore complement each other to provide a more complete description of market behaviour. The combination of the strategies results in an automated trading strategy with a trader style response at important junctures in the development of any price action.

The program also employs a proprietary portfolio weighting technique that rebalances the portfolio to target diversification. The approach results in an adaptive portfolio that seeks opportunities in uncorrelated markets which helps to even out the irregularity of price trending behaviour in markets.

The benefits of Systematic Approach are:

  • A disciplined research process which follows scientific methodology.
  • The strategy includes many unique and innovative features, taking ideas from many different branches of science and engineering.
  • Underpinning our investment philosophy is the concept that financial markets do not appear to be efficient and that they experience persistence of behaviour in the form of price trends.

Why invest into Global Diversified Alpha?

         Security Against Equities

  • Systematic Strategies provide protection in times of distress in Equity and Bond markets, providing investors with downside protection.

         Correlation Risk

  • Our strategy is not correlated to any single market, it is designed to spot trends in the market and benefit from both upward and downward trends.

         Capital Preservation Focus

  • Utilising systematic strategies provides protections against falling markets.

         Risk Management

  • We work with a leading institutional managers with award winning strategies and long term track record.

         Liquid strategy with no lock ups or gates

  • Daily liquidity for both investments and redemptions, providing peace of mind to investors.

         Malta SICAV

  • Malta is one of the leading countries for Professional Investor Funds being distributed cross-border- providing strong corporate governance and investor protection.

Multi-Asset Fund

Principal Asset Allocation uses dynamic allocation methodology, constructed using academic research to maximise risk-adjusted returns for investors.

Absolute Return Fund

Global Diversified Alpha invests in worldwide markets on a global thematic and opportunistic basis. Seeking to mitigate risk and deliver uncorrelated returns.

London Development Fund

The SELLAR Development Fund is a joint venture with Sellar Developments, globally recognised for delivering The Shard.

Bespoke Portfolio Service (BPS)

Our Bespoke Portfolio Service (BPS) is a discretionary investment management service, built in conjunction with our wealth management partners.

The Investment Manager, Mansard Capital Management Ltd. is authorised and regulated by the Maltese Financial Services Authority (MFSA Registration Number 50163).