Introduction to Quantitative Strategies

Graham’s Quantitative Strategies apply sophisticated portfolio construction techniques focused on diversification, robust risk management, and smart order execution capabilities.  Our Quantitative Strategies team creates and manages the firm’s quant alpha solutions, which are designed to have low correlation to traditional asset classes over time and the ability to profit in a variety of market conditions.  The team is multi-disciplined and is comprised of professionals focused on data science, model design and development, and trading operations and execution.

Quant Strategies at a glance

Quant Macro

Diversified multi-strategy approach that uses fundamental and price-based inputs across carry, macro, trend, and value components specifically designed to perform well across different parts of the market cycle.

Tactical Trend

Multi-model trend-following strategy that uses tactical and adaptive trend techniques.

K4D

Provides access to a suite of Graham’s systematic models, including trend, quant macro, and diversifying models.

Systematic Equity Market Neutral

Uses a market-neutral approach to profit from both increasing and decreasing prices across a broad universe of equities.

Graham Macro Meeting​

Graham Quant Macro

Graham Quant Macro is a directional, long and short quantitative macro strategy that utilizes fundamental and price-based indicators to establish return forecasts across global interest rates, currencies, stock indices, and commodities.

Quantitative Trading Floor​

Tactical Trend

Tactical Trend is a dynamic trend-based strategy that is comprised of traditional intermediate-to long-term trend models as well as adaptive models that adjust their behavior, speeding up and slowing down depending on the prevailing market conditions via a feedback mechanism.  The strategy gradually buys and sells based on a number of factors, including price, volatility, and the duration of a trend.

Quant Research Peer Review ​

K4D

K4D allocates to a broad set of Graham’s quantitative models that are both price-based and non-price based. These models include trend-following, fundamental macro, carry, and value/reversion, as well as other diversifying models that are designed, in the aggregate, to be differentiated from trend.

Quant Research Lunch and Learn

Systematic Equity Market Neutral

Systematic Equity Market Neutral strategy is a quantitative strategy that is designed to profit from both increasing and decreasing prices across a broad universe of equities while maintaining low or zero equity beta. The strategy uses a market neutral approach in an effort to generate equity alpha across a market universe that currently includes approximately 3,500 single name equities. 

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