Liberty Cove’s trueFactor absolute return strategies are grounded in quantitative, systematic approaches, and founded on economic theory. We’ve developed deep insights to portfolio risk and how it ultimately drives returns. We believe that risk factors, not asset classes, are the true drivers of portfolio risk, return, and correlation. Therefore, a central element of our absolute return philosophy is the modeling of risk dynamics to inform our tactical allocation decisions. The firm offers an array of absolute return approaches, including trueGlobal and trueParity.
Liberty Cove’s Global Macro strategy - trueGlobal - is an actively managed, global multi-asset strategy that seeks positive absolute returns through tactical long and short exposures to equities, treasuries, credit, currencies, commodities, and volatility-as-an-asset-class.
Liberty Cove’s Risk Parity strategy - trueParity - is a disciplined tactical asset allocation strategy that seeks to earn dynamically managed risk premiums from equities, duration, and credit by utilizing Liberty Cove’s predictive risk models.