Liberty Cove offers three systematic liquid alternative strategies on a common research, forecasting and risk management platform. Each strategy combines the platform’s alternative factor building blocks differently to pursue a distinct outcome. The objective is to develop diversifying return streams with underlying drivers that differ from traditional exposures, alternative allocations and one another.
Global Macro
A systematic absolute return strategy that allocates dynamically across global equity, fixed income, credit, currency, commodity and volatility markets.
The strategy combines economically grounded signals, proprietary volatility forecasting and disciplined risk management to adapt portfolio exposures as market conditions change.
INTENDED ROLE | A diversifying absolute return strategy across global markets
Market Neutral Commodities
A systematic long/short commodity strategy launched in 2017 designed to pursue relative opportunities across energy, metals and agricultural markets while limiting dependence on the directional movement of the broad commodity market. The strategy draws on economically grounded signals associated with commodity producer and consumer behavior. It is designed to provide a return source that differs from traditional equity, fixed income, CTA and other long-only commodity exposures.
INTENDED ROLE | A differentiated, market neutral source of return
Risk Parity
A systematic multi-asset strategy designed to balance risk across major asset classes rather than relying on conventional capital weighted allocations.
Portfolio exposures adjust dynamically using Liberty Cove’s risk forecasts, seeking a more balanced and adaptive allocation as volatility and correlations change.
INTENDED ROLE | Replace traditional 60/40 core portfolio
Institutional Strategies. Flexible Structures.
Liberty Cove’s strategies use liquid market instruments and may be adaptable to different investor and partner requirements, including:
Separately managed accounts • Subadvisory mandates • Customized institutional portfolios • Co-developed investment products • Potential ETF or other registered product structures.
Any structure would be subject to appropriate legal, regulatory, operational and product review.