Selection of the 100 markets considered in GTAA analysis
| Fixed Income | Equities | Currencies | Commodities |
Eurodollar rates Euribor rates Sterling rates Treasury Bonds European Bonds Volatility Spreads | S&P 500 Russell 2000 DAX FTSE Sectors Volatility Emerging | EUR GBP JPY CHF NZD Volatility Crosses | Oil Natural Gas Gasoline Copper Aluminium Gold Spreads |
Diversified portfolio construction with approximately ten positions, across four asset classes, captures dislocations between markets in a risk efficient way