The Domestic Performance Fund (DPF) is a systematic defensive growth fund that uses a proprietary suite of machine-learning models that dynamically adjust their market exposure based on their forecasts of risk and return.
The Fund aims to deliver long-term capital appreciation that exceeds the S&P 500 Index of US equities with less volatility.
DPF can invest in stocks, ETFs, and options using a proprietary signal generation model and portfolio construction approach that:
• Systematically strives to generate alpha based on short- and long-term horizon signals
• Uses a multi-disciplinary approach
• Dynamically adjusts exposures to avoid tail risks
• Uses proprietary suite of machine-learning models that dynamically adjust their market exposure
• Typically consists of between 20 and 50 positions
• DPF is designed to perform well during market crises, when the other portfolios relying on traditional asset allocation can break down
The DPF utilizes a risk-managed algorithmic trading approach.
Trading algorithms execute their trades based on a designated risk profile. Each prediction and decision is evaluated in real-time against the desired risk objective. Near-total automation optimizes risk-adjusted returns over the long run and preserves human resources for strategy improvement.
A robust technology foundation brings agile decision-making to daily operations.
Our algorithms continuously integrate new inputs allowing them to learn and improve from non-stationary financial market data on an ongoing basis. These algorithms process volumes of data that human fund managers never could enabling faster, better-informed trading executions.