Investment Strategies

Multi-strategy
pod architecture

Our investment process is organized into independent strategy pods, each with dedicated risk budgets and performance accountability. Centralized risk management provides oversight while preserving each pod's autonomy.

11

Alpha Factors

Across 5 research categories

3

Strategy Pods

Independent risk budgets

1

Risk Engine

VaR, drawdown, exposure limits

POD 01

Systematic Equity

Long/Short Multi-Factor

Our flagship strategy combines fundamental, technical, and alternative data factors to identify mispricings in global equity markets. The multi-factor framework diversifies across alpha sources while sector-neutral construction minimizes unintended beta exposures.

//Value — EV/EBITDA, FCF yield, earnings yield
//Quality — ROIC, Piotroski F-Score, earnings quality
//Growth — Revenue acceleration, margin expansion
//Momentum — Cross-sectional and time-series
//Mean reversion — Statistical arbitrage signals

Risk Management

Portfolio construction employs Black-Litterman optimization with sector-neutral constraints. Position sizes are dynamically adjusted based on signal conviction, volatility regime, and transaction cost estimates.

POD 02

Sentiment & Event-Driven

Alternative Data Alpha

This strategy leverages natural language processing and alternative data to capture information advantages before they are reflected in prices. We analyze news sentiment, insider trading patterns, analyst revision momentum, and options flow to identify catalysts.

//NLP sentiment scoring via financial language models
//Insider cluster buy/sell analysis (SEC Form 4)
//Analyst earnings revision momentum
//Unusual options activity detection
//Social media sentiment aggregation

Risk Management

Event-driven positions carry inherent binary risk. We manage this through position sizing limits, strict stop-losses, and correlation monitoring to avoid concentrated directional exposure during market-wide sentiment shifts.

POD 03

Macro Tactical

Regime-Adaptive Allocation

Our macro strategy classifies the prevailing economic regime and adjusts portfolio allocations accordingly. By monitoring yield curves, credit spreads, and cross-asset correlations, we aim to be positioned appropriately for each phase of the business cycle.

//Yield curve slope and curvature analysis
//Credit spread monitoring — investment grade and high yield
//Cross-asset momentum and correlation regime detection
//Sector rotation based on business cycle phase
//Volatility regime classification — VIX term structure

Risk Management

Macro positions are sized based on regime conviction and historical drawdown profiles. Tail risk hedges via options overlays protect against regime transitions and black swan events.

Risk Framework

Capital preservation first

Our risk management framework operates at multiple levels to protect capital while maximizing risk-adjusted returns.

Position Level

Max 5% per position
Pre-trade validation
Cost-adjusted sizing

Pod Level

5% DD halves exposure
7.5% DD kills pod
Independent VaR budgets

Portfolio Level

3% daily loss halts all
200% max gross exposure
Sector concentration caps

Tail Risk

Historical stress tests
Options overlay hedging
Correlation monitoring

The information provided on this page is for informational purposes only and does not constitute an offer to sell or a solicitation of an offer to buy any securities. Strategy descriptions are general in nature and do not represent specific investment advice. All investments involve risk, including the possible loss of principal. Past performance, whether actual or simulated, is not indicative of future results.