The investment objective of the AlphaGrep Global Absolute Return SPC is to achieve long-term capital appreciation for Shareholders by trading in multi-asset classes including, but not limited to, equities, equity derivatives, commodity derivatives, Digital Asset derivatives, currency derivatives, fixed income and fixed income derivatives across all global markets.

 The Fund will seek to achieve its objectives by following a quantitative investment approach, which will include, but is not limited to, the styles set out below:

1. The quantitative equity strategies use market data, fundamental data, events, news/sentiment-based data and options data among other information sources to construct alpha signals that in turn generate a long-short portfolio of single-name equities.

2. The quantitative macro strategies use market data, macroeconomic data and other information sources to systematically trade macro instruments (i.e. non-single-name instruments), such as equity index futures, commodity futures, Digital Asset, government bond futures, currency futures, short-term interest rate futures and options on the aforementioned asset classes.

3. The volatility strategies capture implied volatility mispricings by applying statistical and machine learning techniques to datasets including orderbook data, open interest, volatility surface data, historical realised volatility, historical implied volatility, stock/index price data, and the volatility of correlated instruments among other data sources.