Understanding Our Methods

Momentum-Based Diversification

What is trend-following? Trend systematically seeks to profit from momentum in asset prices. A long-established, institu...

Protection Against Extreme Events

Tail hedging is a strategic approach to protecting portfolios against severe, unexpected market crises. We only hedge th...

Keep equity exposure, stack lowly correlated return streams on top

Portable alpha involves overlaying exposure on top of core positions using derivatives. The relevance to SA investors is...