Multitasking your capital 

Combining a quantitative big-picture process with fundamental individual equity research, in a single strategy.


√  Your own account

Implemented in your own account at Interactive Brokers. $125,000 minimum. You have 24/7 visibility. 


 Simple fee structure

No asset management fee. We charge a performance based fee of 12% of profits, subject to a high-water-mark test.


Our approach

We utilize a quantitative approach for our top-level allocations and a discretionary approach for our individual equity positions. Our goal is to deliver stable growth through all economic environments.

Our quantitative research efforts are focused at the top end of the allocation pyramid where allocation decisions are most consequential to your returns. We have modeled a unique framework which allows us to observe how economic, valuation and behavioral factors have historically impacted future equity market returns over the past 50 years, and we apply this insight using a rules-based process to determine our market and style exposures. (Institutional investors are welcome to contact us regarding access to this research).

Our discretionary research is focused at the individual stock level. This generally entails screening stocks on a combination of fundamental and technical factors and then performing rigorous fundamental research and analysis on ideas we choose to evaluate further. We take long positions in stocks that we determine are fundamentally cheap and wish to own for the long-term, and short positions in stocks that we determine are fundamentally expensive. 

Our Actavest Long/Short Equity Solution combines both of the above approaches into a single long/short equity strategy. Our quantitative models guide our overall market and style exposure, and our discretionary research identifies individual stocks that are then tilted in line with our overall market outlook. This solution is available for qualified investors.