What is a multi-strategy book?

A multi-strategy book combines several trading sleeves under one process. Each sleeve has its own rules, universe, and risk budget. The point is diversification of edges, not just tickers.

The idea

One strategy can look brilliant until its regime ends. Several sleeves with different drivers (earnings drift, trend, vol, FX, and so on) are meant to fail at different times. The book is the mix, not any single sleeve.

How we show it

• Strategies lists each sleeve in plain English, with target allocation.
• Live Paper shows the combined paper NAV, active sleeves, and recent fills.
• Backtests shows multi-year simulations of the target mix. That is research history, not the live desk.

Weights can change. Parked sleeves stay in the catalogue at zero allocation until they earn a seat again.

What it is not

• Not a promise that sleeves will stay uncorrelated forever.
• Not a mutual fund or regulated vehicle on this site.
• Not live client capital. The public book is paper.

Bottom line

Multi-strategy is process design: many small, inspectable engines instead of one opaque bet. Judge the book on Live Paper for current state, and Backtests for long research context. Soft interest only via Connect.