Systematic short hedge
A faster, negative-only overlay is designed to reduce net exposure or establish protective shorts as adverse market evidence strengthens.
Strategy concepts
Multi-asset long/short. Systematic CTA.
Two systematic research concepts for liquid global markets, with distinct investment mechanisms and shared portfolio limits.
Internal strategy concepts only · no offer, solicitation or publicly available investment product
01 / MULTI-ASSET LONG/SHORTDiversified portfolio · adaptive net exposure
Multi-Asset Long/Short Portfolio
Portfolio objectiveA diversified, long-biased portfolio across liquid equities, rates, real assets and currencies, combined with systematic short hedges and bounded tactical overlays to improve resilience across market regimes.
Long/short portfolioLiquid multi-assetAdaptive net exposureVolatility & drawdown control
- Long bookDiversified liquid assets
- Short hedgesReduce directional exposure
- Net exposureSized within portfolio limits
Tactical exposure
Selected exposures may be increased only inside bounded trend and funding gates rather than through unconstrained leverage.
Portfolio risk allocation
Volatility, concentration and drawdown information govern position sizes and final net exposure within predefined limits.
02 / SYSTEMATIC CTALiquid futures · directional and relative value
Systematic CTA Strategy
Strategy objectiveA rules-based cross-asset trading strategy designed to capture directional moves and relative-value opportunities across liquid futures and derivative markets.
Systematic CTAGlobal liquid futuresLong & shortRisk-scaled
- Liquid futuresEquities · rates · FX · commodities
- Signal ensembleDirectional & relative value
- Long / shortRisk-scaled positions
Systematic signal ensemble
Trend, mean-reversion, statistical strength, cycle, sentiment and flow evidence are evaluated through complementary models.
Long/short position engine
Multiple models converge into directional and relative-value scores; no single indicator controls the portfolio decision.
Risk-scaled execution
Cross-asset synthesis, sizing, liquidity limits and rules-based implementation convert signals into monitored exposures.
Sizing, concentration, liquidity, volatility and drawdown limits are part of the architecture—not a final overlay.
Request strategy accessImportant information
The architectures described on this page are internal research concepts and are presented solely as corporate and research information. They are not publicly available funds, investment products, offers, invitations, solicitations, recommendations or performance representations. Tensor Asset Management S.à r.l. is not currently registered or authorised by the CSSF as an alternative investment fund manager and does not currently provide regulated investment services. Any future implementation would remain subject to completion of all applicable legal and regulatory requirements and mandate-specific documentation.