We offer high conviction, systematically-managed tactical allocation strategies.
A Research-Driven Investment Process
We adhere to a philosophy of quantitative integrity, whereby an idea must not only be supported by empirical data, but must also be grounded in sound theory. We seek to de-mystify the investment process through the consistent publication of transparent and original research reports.
Systematic Pursuit of Risk and Style Premia
We believe process consistency is paramount for long-term investment success and is best achieved through systematic approaches which help mitigate the behavioral biases that often lead to poor investment decisions.
Balancing Simplicity and Complexity with Thoughtful Design
Our portfolios are built around a holistic view of diversification which considers not only what a strategy invests in, but also how and when those decisions are made.