Many funds only work with a single strategy, the single strategy to hit the right market, it may provide a good return, but the risk will be very high. GF has a strategy pool that consists of around 50 types of different strategies that is combined into many more combinations.
- Multi-market
- commodity, bond, currency
- Multi-species
- reduced production resonance, high mobility products
- Multi-frequency
- Medium -> High
Dynamic Multiple Strategies (DMS) is based upon the tenet that individual strategies will, over time, succeed or fail in individual futures markets and that the key to sustainable, attractive portfolio returns is to allocate capital between trading systems and markets dynamically and intelligently:
A group of robust, non-correlated systems applied to a broad range of markets can be treated as separate, tradeable units, each with its own persistence of profitability Systematic multi-strategy approach across more than 100 Global futures markets and 20 futures markets traded in China Powerful mix of systems and unique asset allocation methodology Highly diversified across markets, systems and time-frames Negligible correlation to all asset classes and alternative strategies This persistence of returns is more predictable than the persistence of any single price series in the markets themselves
Dynamic Multiple Strategies (DMS) provides the following benefits:
Smoothing of the equity curves Reduced reliance upon any single strategy Capital is deployed in the most productive areas Reduced risk of sustained drawdown Re-evaluation is conducted daily – can be highly responsive Provides three level of portfolio risk management