CARV

Cross Asset Relative Value

The Cross Asset Relative Value (CARV) strategy is actively managed through a diversified portfolio that takes advantage of financial market anomalies by assessing all asset classes on a comparable basis. The various markets are analyzed thoroughly.

Optimum Asset Management bases this strategy on investment processes such as capital structure arbitrage, fixed income arbitrage and short or long term credit arbitrage. The goal is to generate an absolute positive return. This approach allows us to take advantage of changes in the relative value of capital markets.

Strategy Highlights

Relative value Optimum strategy created in 2017
Performance independent of market conditions
Uses quantitative filtering to identify historical and structural anomalies of classes, markets and curves
Diversified sources of alpha
Detects opportunities for sustained returns with a unique, cutting-edge technology that focuses on relevant fundamental and market data for each asset class

Documentation

Click here to access the official presentation document.