Structured Alpha Program
The Structured Alpha investment program is a multi-strategy, multi-asset class approach utilizing a diverse set of systematic alpha strategies applied to global equity securities and futures instruments. A wide array of factors including technical and fundamental are used to derive discrete alpha signals across an array of time frames.
Risk is managed systematically from a top down portfolio perspective as well as from the bottom up on a strategy specific level to control for a variety of risk measures and dimensions including net and gross exposures, position concentration, beta, liquidity and volatility.
The program seeks to generate an uncorrelated consistent stream of absolute returns over time irrespective of the direction of major market indices or phase of the economic cycle.