• Quantitative Revolution

    A Real Solution

    Revolution is a quantitative strategy designed to produce a portfolio that delivers high mean return while optimizing for left tail risk.

    Revolution draws from a Bayesian framework to forecast market environments, ultimately constructing a portfolio of long and short securities across asset classes and geographies.

    The model adapts to changing risk-premia environments, aimed at providing investors with a positively skewed return profile that is uncorrelated to major indices over time.

     

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