Quantitative Hedge Fund.

An investment approach that involves targeting specific drivers of returns across asset classes. Understand how the characteristics driving returns work to better capture their potential for excess return and reduced risk, just as leading investors have done for decades.

There are two main types of models that have driven returns: macroeconomic models which capture broad risks across asset classes and predictive models which help to explain returns and risk within asset classes.

Macroeconomic models as tool for investment strategy.

Economic growth

There is no economic Fundamental.

Interest rates

V shape recovery.

Credit

Credit crisis global recession.

Emerging markets

Rise of new form of debts.

Liquidity

Liquidity time bomb.

Predictive models based on predictive algorithms.

Quality Strategy

Financially healthy companies with stable and high quality earnings.

Momentum Strategy

Stock with upward price trends and market sentiment.

Minimum Volatility Strategy

Stable and lower-risk stocks with lower volatility.

© 2022 PerryLefa Group. Terms & Conditions | Privacy | Cookie Policy (EU)

Legal and Regulatory - Risk warning

Please read this important information before proceeding. It contains legal and regulatory notices relevant to the information in this site.

This website provides information about PerryLefa Alternative Investment Management. The content of this website has been prepared by PerryLefa from its records and is believed to be accurate but we do not accept any liability or responsibility in respect of the information or any views expressed herein.

This website is designed for professional and sophisticated investors only. Certain jurisdictions have restrictions imposed by law on the distribution of financial information and the sale of investment products. It is the responsibility of the user of this website to acquaint themselves with and observe the laws and regulations of their relevant jurisdiction.

This website is designed for the main purpose of providing generic information on PerryLefa and our investment philosophy. It is not intended to offer investors the opportunity to invest in any alternative investment fund product. No information contained in this website should be deemed to constitute the provision of financial, investment or other professional advice in any way.

This website should not be relied upon as including sufficient information to support any investment decision. The alternative investment funds managed by PerryLefa are not being marketed to any potential investor, whether you are sophisticated investor or not. By proceeding you confirm that you are not accessing this website in the context of a potential investment by any investor and that you have read, understood and agree to these terms.

Cookies. This website utilizes cookies. The cookies are used to manage your access to this site. They do not store, collect or reveal personal information. By proceeding you confirm that you are consenting to our use of cookies. Please see our Privacy Policy for additional information.

PerryLefa Group, 40 Wall Street NY, NY 10005