Alpha Global Macro EUR

This investment approach represents the long portion of the "Hedged Global Macro" strategy, which until now has only been applied within a family office portfolio. Unfortunately, on Wikifolio, short positions in individual markets, as well as derivative hedging mechanisms, such as those based on volatility options, cannot be considered. Nevertheless, the strategy presented here behaves in a largely market-neutral manner, although it may be slightly less convex than the broader strategy. Allocation are discussed by a committee that meets at least monthly, or ad hoc if necessary. In addition to the participants' geopolitical and macroeconomic analyses, proposals and scenarios are evaluated using an advanced technical system that incorporates implied return expectations and copula-based simulations for risk assessment. The committee decisions are subsequently implemented accordingly. For the core portfolio, 58 asset classes are considered. Allocation is carried out exclusively using corresponding ETFs.