Investment Strategies

    • The flagship fund invests in long/short relative value opportunities across asset classes in US, Europe, and Asian markets, including equities, credit, interest rates, currencies, commodities, and macro indices.

    • Our approach blends Strategic & Tactical Asset Allocation Strategies with a risk-optimized opportunistic overlay to capture asymmetric alpha opportunities in all market cycles.

    • The strategy complements the macro portfolio as a tactical overlay focused on capitalizing mispricing dislocations caused by market volatility and illiquidity premia, seeking absolute returns uncorrelated to any market beta benchmark.

    • We take a tactical approach with quantitative applications to employ risk-optimized trades in global futures and options derivative markets.

Active Portfolio Risk Strategy

The core of our portfolio strategy is built on optimized active risk management. We engineer robust portfolio construction frameworks with a deep understanding of dynamic risk profiles spanning top-down macro, sector, and single-asset layers. Multi-dimensional scenario planning ensures we mitigate potential downside while capturing volatility-driven alpha in dislocated markets.

The Outcome: Strategic capital growth, opportunistic flexibility, resiliency through volatility, and enhanced risk-adjusted returns.