See what the market doesn’t.
Our market neutral strategy is implemented through a series of intra-sector pair trades.
The ‘pairs’ are the result of fundamental bottom-up analysis that focuses on the collection and assimilation of real-time, idiosyncratic company data to identify situations where the market is behind the curve. To improve the risk/return profile, macro sensitivities are considered.
It’s an approach that yields results uncorrelated to market, sector or thematic performance; approximately 80% of our strategy returns come from exposure to company specific risk.
The positions we take are liquid, geographically unconstrained, and number between 75-100 pairs at any given time for diversification and risk management purposes.