Finaltis MultiStrategies EUR

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Fund Investment Objectives

The two main global investment strategies are directional and relative value strategies. The directional strategies include trend following methods on futures on different asset classes (currencies, interest rates, equity indices) and systematic global macro investment models on currencies and interest rates. The relative value strategies include mean-reverting statistical arbitrage strategies in intra-sectorial European equities baskets, volatility arbitrage strategies particularly between implied and realised volatility and some mean-reverting methods between European equity indices. Finaltis MultiStrategies relies on a dynamic allocation between those various strategies. The relative weights of these various strategies in the global portfolio change in the long term (strategic) and in the short term (tactical) to take into account the dynamic relationship among these methods and to build a portfolio which meets the investment objectives. Absolute performance, liquidity, transparency and risk control are the pillars of the investment philosophy of Finaltis. We invest only in liquid assets: large European equities, G10 currencies, futures and their corresponding derivatives.