We take insights gained from studying bubbles and crashes and incorporate them into an understandable, transparent, and disciplined multi-style investment process.

Genuine Diversification:

Blue Diamond calculates the fair value of asset classes, in real terms, based on mean reversion over a full market cycle. It then allocates capital dynamically to undervalued asset classes and stays out of expensive asset classes. The strategy currently uses liquid, daily tradable index products, not single stocks or bonds, to implement these allocation decisions.

A complementary, systematic momentum process opportunistically allocates capital to markets demonstrating the strongest price trends. It uses equity fixed income, and commodities futures to take long or short positions.