Portfolio Construction

Our investment portfolios exploit a diversified range of market inefficiencies and are designed to be style neutral over time. Our objective is to deliver outperformance irrespective of the market cycle.

Our dynamic portfolio construction process:

  • Translates our ideas into portfolio holdings efficiently
  • Optimally trades off return, risk, tax and transactions costs in a simultaneous manner
  • Only takes active positions which are intended and controls and avoids unintended risk exposures
  • Takes into account investment horizon of each idea and the arrival rate of new information