130/30 Alpha Expansion
Our strategy employs a systematic long/short framework designed to go beyond traditional long-only limitations. By allocating 130% to high-conviction long positions and offsetting with 30% in targeted short exposures, we amplify our ability to express relative insights leveraging futures to overlay the portfolio. Futures bounds range from 20% to -20%, baring beta forecasts. This structure enables us to harvest alpha from both outperformers and underperformers, enhancing risk-adjusted returns while managing portfolio risk. Grounded in robust quantitative research and disciplined risk management, the approach seeks to deliver more efficient exposure to investor skill, factor premiums, and market dislocations.