We Focus on High-Net-Worth and Family Offices
Transparency, Tax-Management, And Customization
- Quantitative Value
- Quantitative Value Absolute Return
- Robust Asset Allocation
- Long/Short Commodities
- Tax/Quantitative Consulting
- Open an Account
We buy the cheapest, highest quality value stocks. Minimize tax-liability.
Quantitative Value I Tax-Managed (QV I TM): Small caps; systematic value investing.
Quantitative Value II Tax-Managed (QV II TM): Mid/Large caps; systematic value investing.
International Quantitative Value Tax-Managed (IQV TM): International QV II TM.
Risk-Managed (RM): Risk managed exposure to equity risk.QV I TM QV II TM IQV TM QV I RM TM QV II RM TM IQV RM TM Background
To minimize tax liability and achieve favorable risk-adjusted returns on an absolute return basis.
We buy the cheapest, highest quality value stocks and dynamically adjust market exposures to generate an absolute return profile.Balanced Moderate Aggressive Background
To minimize tax liability and achieve favorable risk-adjusted returns via tactical asset allocation.
We use a robust allocation model that integrates trend-following factors to allocate between US equity, developed equity, REITs, commodities, and US Treasury bonds.Balanced Moderate Aggressive Background
To achieve uncorrelated returns by trading a dollar neutral basket of commodities.
Commodity Alpha Program (CAP) ranks commodity futures on momentum and backwardation and combines them into a single trading signal. The strategy goes long the highest rank contracts and goes short the lowest rank contracts.
*Investments are only available for Qualified Eligible Persons
We provide tax planning solutions and general consulting related to quantitative investment strategies. We also provide due diligence services. Our services are efficient and our fees are affordable.