Auspice Building Blocks
The Auspice Building Blocks are a suite of strategies that deliver returns with a low correlation to traditional return sources and to each other. By combining multiple building blocks, often based on a foundation of momentum, we can create a truly diversified portfolio that improves returns and lowers volatility.
Capture the tendency of markets to continue in the direction that they are currently moving. It is a behavior that has been documented across markets for hundreds of years. It is the core source of returns in our strategies and it forms the solid foundation upon which our funds and indices are built.
Mean Reversion Strategies
Capture the tendency for markets to reverse when prices move too far, too fast, from a mean level.
Short Term Strategies
Identify patterns and trends on shorter time frames where prices show a statistically significant tendency to move in a predictable way following the establishment of the pattern.
Term Structure Strategies
Capture returns that are driven by price differentials in the shape of the forward curve.