At Racon, we have built a systematic and quantitative platform to anticipate correlation shifts and market environments. The platform is rooted in a number of core principles:
- Asset classes react to economic information at different speeds.
- Segmentation in asset management provides opportunities to realize premia through non-linear standardization methodologies.
- Synthesizing a broad array of market signals across asset classes is key for isolating premia, mitigating false positives and managing risk.
- Optimal risk management is part of the portfolio construction process rather than an afterthought.
Rooted in these principles, the team at Racon creates statistically rigorous investment strategies intended to optimize returns relative to our multi-factor measures of risk.