Universe Construction
Screen 3,000+ global equities and top-tier digital assets using quantitative filters: liquidity, market cap, ESG score, and factor exposure. Final investable universe: ~300 securities.
Multi-Factor Ranking
Proprietary scoring model combining momentum signals, mean-reversion indicators, earnings revision momentum, and macro regime overlays. Each security receives a composite alpha score updated weekly.
Portfolio Construction
Optimised weighting using risk-parity and factor-neutrality constraints, designed to balance return potential with disciplined risk controls across all market environments.
Dynamic Risk Management
Real-time drawdown monitoring with pre-defined stop-loss triggers. Regime-detection algorithm shifts portfolio to defensive positioning when volatility regime changes. Monthly rebalancing with intra-month tactical overlays.