Our quantitative approach to constructing and managing portfolios is methodical and based on rigorous analysis. Throughout our extensive careers, our team has developed diverse expertise in key areas such as data analysis, institutional quantitative research, and portfolio management, which culminated in the launch of our firm in 2016. We are passionate about developing optimal investment strategies and achieving the highest possible risk-adjusted returns for our clients. Our process is consistent and guided by three key principles:
- Rules-based: Our disciplined investment methodology involves a continual and comprehensive analysis to determine the key performance drivers and unique sources of risk in each of the markets where we invest. With decades of experience, we can efficiently synthesize this building block data to develop optimal strategies that meet the desired risk/return characteristics.
- Opportunistic: We look for undiscovered value in areas of the market that are often overlooked. Our portfolios aren’t influenced by the sector composition or market cap stratification of an underlying benchmark. As a result, we can be significantly overweight in certain sectors if that is where the best opportunities lie. In addition, because company size isn’t a factor in our stock selection decisions, our portfolios can establish meaningful positions sourced from a broader-than-normal pool of stocks, including those in the mid- and small-cap space.
- Risk Managed: Because our portfolio holdings are all significant positions and our sector and market cap allocations can vary both through time and relative to the overall market, it is imperative that we have a rigorously stress-tested risk framework. Over the years and in various environments we have developed a keen understanding of the critical components of a strong risk model and have developed a multi-dimensional approach to managing risk.