CONFERENCE SPONSORS
OneWall
OneWall is a discretionary global macro fund focusing on a highly liquid universe.
Investment Strategy:
Portfolio decisions are driven by the combined analysis of global economic statistics, political environments, market sentiment, and technical analysis. The portfolio typically includes 3-5 themes, which are expressed by 5-7 groups of underlying positions. Investments compete for risk capital on the basis of risk-return rations, correlations to existing positions, and conviction.
Portfolio positioning is opportunistic with no targeted allocation amongst the various asset classes.
Portfolio Construction:
The macro themes form the building blocks for portfolio construction. Themes are derived through fundamental economic analysis and conclusions, which are a synthesis of external economic research, internal analysis of economic statistics, news flow, and discussions with extensive market contacts. Once themes have been established, the universe of asset classes will be reviewed to determine the optimal choice of expression of the themes. Trade structuring will be considered alongside asset class selection in order to maximize the risk-return ratio of the trade. Correlation of the new investment with the existing portfolio will be a major consideration throughout the process.
Geographical Exposure:
It is anticipated that, typical exposure will be 60% to 70% Developed Countries with the remainder opportunistically invested in Developing Countries.
Trading Style:
Investment time horizon is medium-term (weeks to months). Low frequency turnover.
Offices located in London and Singapore.
