When I published my outlook at the end of last year, I began a portfolio embracing the biases of the report (see positions on the right).
Below is April’s fact sheet. My macro strategy is strongly outperforming its benchmark (HFRX Macro/CTA) by roughly 4%. The general portfolio is slightly trailing its respective benchmark (70% MSCI All Country World Index/ 30% JPM Global Agg. Bond Index).
There is no investment strategy piece accompanying this report. I am focusing on completing my graduate studies at Columbia University. I will post more frequently after my graduation in late May.
Thanks for your support,