Strategic long book
Diversified liquid exposures establish the portfolio foundation across equities, rates, real assets and currencies.
Strategy concepts
Multi-asset long/short. Systematic CTA.
Two clearly defined systematic strategy concepts for liquid global markets: a diversified multi-asset portfolio and a cross-asset CTA approach. Both are rules-based, risk-controlled and designed for explicit human oversight.
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
Systematic short hedge
A faster, negative-only overlay is designed to reduce net exposure or establish protective shorts as adverse market evidence strengthens.
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.
A long-biased multi-asset portfolio with explicit short-risk capacity and adaptive portfolio-level controls.
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
Tradable universe
Liquid futures and derivatives across equity indices, rates, currencies and commodities define the investable opportunity set.
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.
A systematic CTA concept for diversified long and short exposure, with portfolio risk embedded before execution.
Shared control standard
Two engines. One governance discipline.
The opportunity sets differ, but the operating principles do not. Both architectures are researched inside a controlled workflow that separates evidence, portfolio construction, risk and human accountability.
Liquid by design
Research focuses on transparent, tradable markets with observable pricing and implementation constraints.
Systematic by construction
Repeatable rules structure evidence and portfolio decisions; narrative alone cannot promote a signal.
Risk before scale
Sizing, concentration, liquidity, volatility and drawdown limits are part of the architecture—not a final overlay.
Human accountability
Responsible people retain mandates, limits, model approval and authority over any future implementation.
Important 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.