The strategy blends our time tested medium- to long-term fundamental Japanese stock selection capabilities with price-oriented investments exploiting short-term distortions. These two independent alpha sources result not only in a higher number of trade ideas but in a more diversified alpha generation process. 100% long positions are matched by 100% short positions resulting in a Beta cash-neutral market exposure.
Our Dual Alpha II strategy is an enhanced version of Dual Alpha (I), our flagship market neutral strategy, which we have been running since March 2010.
Dual Alpha II is now available as a fund in Germany, Denmark, Finland, Sweden & the United Kingdom under our newly established Nomura Alternative Funds Ireland ICAV umbrella.
Please find the latest factsheet for the fund available here.
ISIN: IE00BZ5ZYR90 (NOJEIUH ID) USD-hedged Institutional Share Class.