Investment Approach
We take a systematic, relative value approach to investing in the equity, fixed income and foreign exchange markets. Our objective is to generate absolute returns by managing diversified, risk-controlled portfolios with a low correlation to market beta and to the hedge fund universe. We believe that fundamental, economic, sentiment and technical factors drive asset returns and through rigorous research we can identify and develop quantifiable models that can be systematically traded for profit.

We strive to implement models that have ex-ante sensibility, a strong theoretical foundation and are consistent across market regimes and through time.

We continually monitor our models to be sure that the market has not started to correctly price the anomalies. Our research effort is continuous as we search for new insights/anomalies in the financial markets. Additionally, we use the best portfolio construction and risk management techniques available, allowing us to turn our information set into a viable trading strategy.