MAJOR HEDGE FUND STYLES
How we derive consistent and diversified alpha
Investment Styling - How Does Our Quantitative Algorithmic Hedge-Fund Styling Beat Traditional Asset Management?
|1. Active selection of portfolio;||2. Ability to take advantage of market downturns;|
|3. Risk optimized leverage;||4. Lowering systematic risk;|
|5. Diversification into multiple sectors;||6. Market Timing.|