LOW COST QUANTITATIVE PROTECTION STRATEGY
The Low-Cost Quantitative Left Tail Strategy is a sophisticated risk mitigation strategy in which options are actively managed to maximize payoff in a severe market crash while constraining cost in the absence of a crash.
The strategy is quantitative rules-based and transparent. As a result, management can be performed efficiently and systematically ensuring low costs and non-discretionary performance results.
The strategy is created and managed by one of the most highly experienced and recognized left-tail strategy teams in the sector with a long track record on assets exceeding $100BB.
Our partner groups have decades of experience running due diligence processes to completion, working closely with institutional investment management and investment committees, and have the ability to efficiently turn around all relevant documentation to meet the highest standards of fiduciary excellence.