Portfolio Construction

July 3, 2023 | 17 min
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Harnessing Implicit Leverage for Resilient Alpha: The Power of Diversified Futures

Introduction In our evolving financial landscape where generating alpha, managing risk, and maintaining capital efficiency have become increasingly critical, the key lies in our...
June 23, 2023 | 17 min
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Beyond Stock Picking: The Rise of Outcome-Driven Conviction

Introduction “High conviction” in our business often evokes images of active managers who plunge into the intricate depths of a select handful of companies....
May 26, 2023 | 13 min
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Weathering the Storm of Regime Changes: A New Approach to Navigating Time-Varying Risks in Equity Markets

The equity landscape is evolving rapidly, presenting today’s investors with unprecedented challenges. Short-term market cycles have made it increasingly difficult to capture long-term alpha,...
March 31, 2023 | 9 min
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The Changing Landscape of Equity Market Drawdowns: Implications for Investors

Seasoned investors know full well that periodic, significant declines are a natural part of both economic and equity market cycles. This is the price...
March 8, 2023 | 12 min
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The Correlation Conundrum: How Will You Fix Portfolio Diversification?

Identifying and quantifying the underlying co-movements within and across asset classes is essential in creating a diversified portfolio and mitigating idiosyncratic risk. It helps...