Innovative CTA strategies to capture real Alpha
We have inverted the Quant Hedge Fund process and, as a result, we have an uncorrelated outcome by delivering pure Alpha and not Beta
Inverted mainstream Investment Quant process
Endogenous risk management aligned with the alpha generation signals
Trading only directional futures without leverage most of the time and with stop loss tailor made for each signal
Not using complex derivatives or black box models that create hidden risks, but cutting edge portfolio construction based on constraints attribution and risk regimes identification
Scalability and liquidity
BeyondQuant: an Innovative methodology beyond common quant strategies
COntact
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