The strategy seeks to achieve superior risk adjusted returns by employing a market neutral strategy in highly liquid US equities. Utilizing trading models based on advanced statistical signal processing techniques, we seek to capture short term price inefficiencies. Identifiable systematic market risks are hedged out of the portfolio by means of a multi-factor risk model. In addition to market factor neutrality, the strategy is keep close to dollar neutral with respect to long and short postions. The dollar neutrality is enforced on both an overall portfolio basis and a sector basis.