Diversified Program

Our flagship since 1993, the Diversified Program seeks to provide both attractive stand-alone returns and consistent protection during equity declines and difficult periods for hedge fund portfolios. Unlike other trading programs, the Diversified Program seeks to maintain a consistent low or negative correlation to traditional and alternative investments. The Program, which targets annualized volatility of 16%, utilizes a quantitative short-term trading strategy, and tends to do particularly well in high volatility environments. A lower volatility version of the Program, which targets 8% annualized volatility, was launched in August 2011.

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Optimal Alpha Program

The Optimal Alpha Program is designed to maximize its benefit to client portfolios by combining strong stand-alone returns with portfolio downside protection. The strategy has its roots in the firm’s flagship Diversified Program, which has a 25-year track record. The Optimal Alpha Program utilizes the same models as the Diversified Program but is designed to capture greater upside during equity market rallies. The Optimal Alpha Program incorporated Digital Assets (“cryptocurrency”) into its strategy in August 2017. The program blends trading of futures and cryptocurrency, offering unique diversification for portfolios containing equities, fixed income, and hedge funds.

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