Opportunities from GAA

With market volatility continuing in 2009, the challenge for asset allocation has been to assess whether the deterioration in the outlook has been adequately matched by the fall in value of risk assets. RQSI explains how it makes judgement calls and why it believes global asset allocation is a model that performs well, no matter what the economic and market climate.

Global asset allocation, says Prasanth Karumanchi, director at Ramsey Quantitative Systems (RQSI), “provides a more dynamic and opportunistic means to participate in different asst classes.” The philosophy behind global asset allocation is that it provides a more dynamic and opportunistic means to participate across asset classes.

He believes this strategy provides more opportunities for alpha and captures better returns if the manager is opportunistic, dynamic and nimble in the four main asset