Two Trees is a systematic global macro investment firm that integrates a deep understanding of financial economics with rigorous scientific techniques for forecasting returns, risk, and volatility to construct liquid, diversified, absolute return multi-asset portfolios that exhibit low correlations to traditional asset classes.

By balancing expected return and risk forecasts, the manager aims to deliver the best risk-adjusted return, while providing investors with a diversified exposure across a broad range of assets and asset classes.

The Strategy takes long and short positions, primarily through futures and forwards, in global equity indices, bond, currency, commodity, and volatility markets. The portfolios allocation will be a function of the managers return and risk forecasts, and will be produced systematically through a proprietary portfolio construction process.

The fund aims to outperform the Bloomberg AusBond Bank Bill Index and provides the portfolios with an uncorrelated, alternative opportunity for returns.