GTAA / Global Macro

Our investment approach is research driven and ‘fundamental' seeking to add value through building superior models of short and long term determinants of return.

Attached here are some recent IPM Research studies on the subject.

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Q4 2009

Q4 2009

Tail Risk Optimisation (.PDF)
Q4 2010

Q4 2010

From GTAA to GDRA (.PDF)