e time. The number of positions in this case is dynamic to the expansion/contraction of the opportunity set output by the screener. Allocation btwn Global Macro Instruments & Listed Equities: We allocate risk exposures (defined as targeted max loss given realized vol). not notional exposures, equally between the Global Macro Instruments

e time. The number of positions in this case is dynamic to the expansion/contraction of the opportunity set output by the screener. Allocation btwn Global Macro Instruments & Listed Equities: We allocate risk exposures (defined as targeted max loss given realized vol), not notional exposures, equally between the Global Macro Instruments