Global Equity Market Neutral

Investment approach

An active, quantitatively driven investment process that invests with conviction across a concentrated portfolio of global securities selected across three to eight developed countries. The team works on delivering stable absolute performance by identifying systematic dislocations across several quantitative equity risk metrics. The strategy exploits the persistent valuation anomaly in developed equity markets induced by the growth of passive funds and low-tracking error strategies. The portfolio is built to maximize opportunities across all market environments while maintaining a constant risk budget.

Key Characteristics

  • True market neutral portfolio with low systematic risk and low correlation to equity markets
  • Strong performance in both down and up equity markets
  • Effective downside protection in down markets
  • Quantitative and robust portfolio construction process
  • Daily monitoring, liquidity, risk management and P&L management