The Investment objective is to achieve significant capital appreciation over time through the investment in equities, bonds, options, futures, foreign exchange, selected collective investments, managed accounts and mutual funds. The Company will seek to reduce volatility of returns and the risk of loss by investing in broadly diversified markets.
Quantitative Long/Short Hedge Fund
- Quantitative analyses: identifying best long and short opportunities, by screenings and rankings from mathematical and statistical models.
- Long Value: investing in undervalued position following our statistical and quantitative fundamental models.
- Short Hedge: dynamically selling short overvalued positions to hedge long positions, lower Beta (hedge against un-diversifiable risk like market risk) and increase Alpha.
- Small exposure on each individual instrument, to reduce volatility and maximize the number of opportunities (typically long or short on more than 500 underlying positions)