We seek to outperform the MSCI Emerging Market index, on a risk-adjusted basis,
over a market cycle. Our strategy is based on a quantitative Global Tactical Asset
Allocation (GTAA) model and an options-based overlay to limit drawdowns.
The GTAA model uses proprietary liquidity and sentiment inputs, based on CrossBorder
research. The options overlay has been rigorously tested and adapts to current market
The strategy has a proven record of managing downside risk when major EM indices
have suffered sharp draw downs.
It is implemented primarily using listed futures and options and can offer weekly