Our Strategies

Long only equity strategy that follows a proprietary quantitative process to identify US stocks with positive idiosyncratic price trends. It systematically builds a portfolio of these stocks and applies a systematic risk management framework to this portfolio. The strategy's philosophy is very defensive. Denali only deploys capital when strong uptrends are present. In their absence, like during periods of down markets, it preserves capital by increasing the allocation to cash. The Denali strategy has an asymmetric “long call option” return profile. It cuts short the negative left tail of returns while leaving the positive right tail uncapped.

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A long/short market-neutral commodity strategy, Kilimanjaro aims to profit from dislocations in commodity markets. This strategy invests in highly liquid futures across the entire Commodity spectrum (Energy, Agriculture, Metals) including Crude Oil, Sugar, Copper and Gold. The strategy acts as a great diversification tool to a broader portfolio as it exhibits low correlation to other asset classes and strategies. Suggested pairings with other uncorrelated strategies, (eg trend equity, vol selling) or vanilla strategies (eg 60/40 or long only equity).

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K2 blends behavioral finance and traditional valuation techniques to select stocks. It has a proprietary valuation approach based on normalized free cash flow and a behavioral finance model that encompasses momentum. This strategy generates strong consistent returns by picking stocks that go up faster than the market and selling quickly those that are going down and aims for steady, incremental returns from a process that has generated positive returns in both down and up markets.

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Olympus employs three fully automated and complementary systems. One profits from extreme (tail) movements in the US equity index, another uses predicted changes in implied volatility of the market to trade the VIX futures algorithmically, and also a hybrid that aims to be volatility-neutral.

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Victory Peak’s multiple systems compete for capital, emphasizing compound annual return while aiming to minimize drawdown. This strategy seeks to determine the current behavioral regime and apply capital only when the corresponding probabilities show a positive mathematical expectation on a portfolio level.

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