Approach
INVESTMENT MANAGEMENT
ALPHABBRA
The Alphabbra 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 economic cycle.
ALPHABBRA FX PROGRAM
The Alphabbra FX investment program employs a diverse set of systematic, short to medium term trading strategies applied to global FX instruments across sectors. Technical and statistically derived factors are the primary drivers of discrete alpha signals spanning an array of short to medium term 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 position concentration, beta, liquidity and volatility net and gross exposures,.
The program seeks to generate an uncorrelated stream of absolute returns over time irrespective of the direction of major market indices or phase of the economic cycle.
