Asset Class Exposure | 09/16/2021
Our Systematic Global Macro strategy has three distinct broad categories of trading models: Econometric, Technical, and Relative Value. Ravel, and by extension Ravel Snapshot, is meant to illuminate our Econometric sleeve. Our Econometric trading models utilize only global economic data (rather than security price data) to generate signals. Our Econometric signals break into four categories: Growth, Yield, Fear and Inflation; global macroeconomic data is used to build our view of each component. The graph below shows the actual asset class exposure we have today as a result of our Econometric models.