Structured
Enhanced Large Cap Core
Objective
The Enhanced Large Cap Core strategy seeks to provide moderate and consistent out-performance relative to the S&P 500 Index.
Investment Approach
- Utilize a rigorous, end-to-end quantitative process
- Emphasize stock selection as the dominant source of alpha (excess return)
- Forecast returns via a multi-factor alpha model and construct highly diversified, efficient portfolios
- Obsessive attention to risk
Resources
Structured Large Cap Plus
Objective
The Structured Large Cap Plus strategy seeks to provide moderate and consistent out-performance relative to the S&P 500 Index while maximizing risk-adjusted returns.
Investment Approach
- Utilize a rigorous, end-to-end quantitative process
- Emphasize stock selection as the dominant source of alpha (excess return)
- Forecast returns via a multi-factor alpha model and construct highly diversified, efficient portfolios
- Obsessive attention to risk
- Seek 130% long positions and 30% short positions
