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SVAM launches Tactical Trend Portfolio

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Spring Valley Asset Management (SVAM), a newly formed alternative investment manager specialising in the development of quantitative futures-based trading strategies, has launched the SVAM Tactical Trend Portfolio.

The Tactical Trend Portfolio seeks to generate superior absolute and risk-adjusted returns across a diversified blend of more than 50 futures markets, including stock indices, interest rates, currencies, energies, metals and agricultural commodities. 
 
The portfolio uses multiple market inputs and a host of technical indicators to identify directional trading opportunities across a broad spectrum of time frames, including short-term, intermediate-term, and long-term horizons. 
 
The Tactical Trend Portfolio employs a systematic process to dynamically balance portfolio exposures across more than 30 distinct trading models and seeks to ensure optimal exposures across the prevailing alpha opportunity set. The tactical nature of the portfolio's exposures is designed to generate returns in both expanding (e.g. pre-2009) and contracting (e.g. 2009 to present) volatility regimes, and relevant risk parameters are monitored and constrained in real time.
 
With assets under management just over USD15 million, SVAM is currently accepting client assets via managed account.

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