Sabre Style

Arbitrage GBP

Fund Investment Objectives

Sabre Market Neutral GBP is an equity market-neutral investment strategy based on a style rotation model developed by Dan Jelicic. The strategy exploits the trending behaviour exhibited by stocks' common factor returns. Multiple forecastable factors in four main styles are obtained; 1) Value, 2) Momentum, 3) Growth, and 4) Quality. A proprietary combination of timing and optimisation is used to simultaneously exploit trends in factors and their inherent lack of correlation to provide excellent risk-adjusted returns.