Consonantia Multistrategy
The Sound
of Finance
A carefully orchestrated ensemble of uncorrelated strategies. Our source of alpha.
& 
Philosophy
Consonantia is the order and unity of parts in a whole, contributing to its beauty.St. Thomas Aquinas
Uncertainty
is the only certainty.
With geopolitical tensions reshaping global trade, equity markets at historical valuations, and traditional diversification failing when needed most — a new paradigm is essential.
The Liquidity Crisis
PE and VC lock capital for 7-10 years. Capital calls continue during crises.
Institutional returns with monthly liquidity.
The Correlation Trap
60/40 correlations spike to 0.8+ in crises. Only 7% of advisors trust traditional diversification.
Truly uncorrelated strategies across market regimes.
The Exposure Problem
Most 'alternatives' maintain continuous long exposure. 75% cite volatility as #1 concern.
Market-neutral strategies with zero structural beta.
We built this
for ourselves first.
This is not a fund born from marketing. It was born from necessity.
A request by our Family Office, Domus Fide , to ETS Asset Management Factory and Alveus Investing — part of our family holding.
The result: a powerful combination of our most exclusive quantitative strategies, offering what matters most — consistent performance, downside protection, decorrelation, and liquidity.
Four Instruments,
One Symphony
Best-in-class strategies, perfectly uncorrelated, ready for action. Each selected not for volume, but for how they fit together.
L/S Market Neutral
Fundamentally driven. Systematically executed. We seek the same elite compounders any top manager would — but with discipline, scale, and no bias.
Trading from the Past™
Do similar patterns lead to similar price behaviour? We build patterns, search for neighbours, and generate signals. Predictions don't always take place — and that's by design.
Tactical FX
A strategy rooted in deep market expertise. Over 25 years of specialised experience in foreign exchange markets, translated into a systematic investment approach across G10 and Emerging Markets.
Premium Harvest
From complexity to opportunity. Automated scanning of 250,000 daily options to find high-quality put opportunities. Systematic, disciplined, and rooted in real-time data.
Inter-strategy correlations: -15% to +15%
Skin in the game.
Since 1987.
The managers, the partners, the founding Family Office — we're all invested. We're not managing "assets under management." We're managing our money, and yours.
Alveus Investing AV, registered with the CNMV (No. 306), is the fund's Investment Manager. A regulated investment firm within our family holding, responsible for portfolio construction, execution, and risk oversight.
alveusinvesting.com (opens in new tab)
ETS Asset Management Factory, founded in 1987, is the quantitative research engine behind Consonantia. A team of 30+ mathematicians, engineers, and AI specialists developing systematic strategies for banks, insurers, and family offices for over three decades.
etsfactory.com (opens in new tab)“If it doesn't work with our money, it doesn't deserve to be in the fund.”
A First-Class
Investment Vehicle
What investors ask us
Consonantia integrates multiple systematic strategies designed to capture distinct sources of alpha across asset classes: long/short equities, options overlays, short-term futures, and a core FX component. The key differentiator lies in the combination of independence, live validation, and modular architecture. Each strategy operates with minimal correlation to the others.
Every strategy inside Consonantia has either been deployed in real client portfolios or tested with the founding family's money. Backtests are used for calibration, not justification. Our proprietary tools, such as the Myriad synthetic series generator, allow us to stress-test across thousands of alternative scenarios.
Consonantia doesn't compete with your portfolio — it complements it. Its multi-strategy, low-correlation approach results in a return stream with very little dependence on the direction of equities and bonds. This helps smooth overall portfolio returns and reduce drawdowns, especially during periods of market stress.
All strategies are implemented using liquid instruments. The fund offers weekly subscriptions, monthly redemptions, and weekly NAV. There is no lock-up period, providing investors with regular access to their capital.
Yes, significantly. The major holder family of ETS Factory and Alveus Investing is the first and largest investor in Consonantia. Our capital is invested alongside our clients, ensuring a complete alignment of interests.
The system is built to evolve. Each strategy includes adaptive mechanisms — whether in signal weighting, volatility scaling, or execution filters. Dedicated algorithms monitor for market anomalies and structural breaks, allowing the fund to adjust proactively without relying on human intervention.
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Consonantia Multistrategy is designed for qualified investors who value transparency, liquidity, and genuine diversification.
Watch the Presentation
Learn about our approach in our own words
Investor Deck
Full strategy overview and fund details
Monthly Tearsheet
Latest performance and risk metrics