multi-asset-strategies

What problem does it solve?

The Multi-Asset Systematic Strategies framework enables building, testing, and deploying diversified, cross-asset investment strategies that harvest risk premia, follow macro signals, and apply trend-following techniques across futures, currencies, commodities, and fixed income.

Core Features & Use Cases

• Cross-asset diversification: design portfolios that combine risk premia, macro signals, and CTA-style trend strategies to reduce drawdowns.
• Systematic allocation & risk budgeting: normalize signals, allocate by risk budgets, and adjust for regime shifts.
• Backtesting and live deployment: supports end-to-end evaluation across regimes with guardrails and monitoring.

Quick Start

Propose a starter allocation and run a backtest for a diversified multi-asset portfolio.