BioQuants: Core Stategy

A Long-Short, Quantitative Allocation, Relative Value Strategy.

Quantitative Value Alpha Design

Quantitative approach towards portfolio management.

Through the integration of mathematical, statistical and computational finance theory, our strategy can optimize our portfolio construction processes to achieve a low variance model without sacrificing return. We believe that in the heart of achieving great alpha, proper portfolio construction is essential.

STOCHASTIC & BEHAVIORAL ANALYSIS TOWARDS RISK MANAGEMENT

The market is believed to act irrational, placing human behavior as a variable to consider in our day-to-day investment decisions. Proper risk management is valued to our company as it is in our model to mitigate risk by lowering our portfolio variance without sacrificing returns. We believe and pursue an uncorrelated diversification against the markets, thus we live by our definition as a value strategy.

Quantitative Risk Assessment

Machine Learning and Artificial Intelligence

AI and Machine Learning tools to generate Alpha

Our portfolio managers through our proprietary database generate numerous trading strategies through the use of machine learning and support vector machines, thus creating small portfolios which conglomerate into a widely diversified master portfolio.