Application of the scientific method
We seek for the optimal balance between absolute returns and low volatility through a combination of quantitative tools and methods to uncover independent, uncorrelated return sources across global public and private markets.
Guided by the scientific method, we devise models that begin with innovative ideas and proven economic hypotheses. In a systematic, process-driven fashion, models are tested and integrated into our investment strategies.
Quantitative investing
We count with world-class quantitative engineers and computer scientists.
We focus our work in identifying statistically significant market inefficiencies in the markets we invest through hypothesis formulation, data modeling and succesive validations of the market inneficiencies discovered through various metholodogies.
Our investment philosophy is based on three core principles, built on research and experience. By applying these principles we seek to deliver sustainable, short term absolute results for our investors:
Quantitative investing
We rely on sound economic theories to obtain statistically significant, and potentially repeatable, absolute returns.
Systematically applied
A disciplined methodology underlies everything we do. Our investment process is based on an ongoing exercise of design, refinement, testing, and repetition.
Thoughtfully designed
Both the investment process (focued in discovering absolute return systematic investment models), and our portfolio construction process (focused in composing the efficient frontier); we seek to generate actual value for our investors, being meticulous in every detail and every process.
Questions?
Fortage services have been designed to meet the needs of high net worth individuals, financial intermediaries and corporations.
