Popular searches

Investment Solutions:

Quantitative Strategies

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.

Login or Register for more information

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.

Login or Register for more information

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.

Login or Register for more information

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. 

Login or Register for more information

Visit our Investor Reporting center for more information

Investor Reporting

Our Latest Thinking

Insights

© 2024. All rights reserved

Subscribe to our Resource Center

Welcome to Graham Capital Management

By entering this website you are agreeing to its Terms of Use.

The risk of loss in trading commodities can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition. The high degree of leverage that is often obtainable in commodity trading can work against you as well as for you. The use of leverage can lead to large losses as well as gains.

In some cases, managed commodity accounts are subject to substantial charges for management and advisory fees. It may be necessary for those accounts that are subject to these charges to make substantial trading profits to avoid depletion or exhaustion of their assets. The disclosure document contains a complete description of the principal risk factors and each fee to be charged to your account by the commodity trading advisor (“CTA”). The regulations of the commodity futures trading commission (“CFTC”) require that prospective clients of a CTA receive a disclosure document when they are solicited to enter into an agreement whereby the CTA will direct or guide the client’s commodity interest trading and that certain risk factors be highlighted. This brief statement cannot disclose all of the risks and other significant aspects of the commodity markets. Therefore, eligible investors should carefully study the disclosure document to determine whether such trading is appropriate for you in light of your financial condition. Eligible investors are encouraged to access the disclosure document by contacting Graham, which will be provided  at no additional cost. The CFTC has not passed upon the merits of participating in this trading program nor on the adequacy or accuracy of the disclosure document. Other disclosure statements are required to be provided to you before a commodity account may be opened for you.  By accepting the terms of this statement and entering the site you are confirming your understanding of this statement.

Any “benefit plan investor” (e.g. An IRA or other ERISA investor) investor is hereby deemed to represent to Graham Capital Management (“Graham”) that an independent fiduciary (as defined in the ERISA fiduciary rule) is exercising its independent judgment with regard to such investor’s investment in any Graham managed fund and is aware of and acknowledges and agrees that Graham and its affiliates are relying on the exception set forth in clause (c)(1) of the ERISA fiduciary rule (i.e., the “transactions with independent fiduciaries with financial expertise” exception) with respect to any communications made to the investor or the investor’s fiduciary that are considered recommendations concerning any transaction and such benefit plan investor.

Although the site may include investment-related information, nothing on the site is a recommendation that you purchase, sell or hold any security or other investment, or that you pursue any investment style or strategy.

We do not give any advice or make any representations through the site as to whether any investment is suitable to you or will be profitable.

Nothing on the site is intended to be, and you should not consider anything on the site to be, investment, accounting, tax or legal advice. If you would like investment, accounting, tax or legal advice, you should consult with your own financial advisors, accountants or attorneys regarding your individual circumstances and needs.

The past performance of any investment, investment strategy or investment style is not indicative of future performance.

If you have been provided with a password to access the site you are solely responsible for maintaining the confidentiality and security of your password. You may not disclose your password to any third party. You accept full responsibility for any use of your password. You must notify Graham immediately of any actual or suspected loss, theft or unauthorized use of your password.

We are not obligated to inquire as to the authority or propriety of any use of or action taken under your password. We will not be responsible for any loss to you that arises from such use or action or from your failure to comply with these provisions.

The site, including all content, is provided as is and as available.

We disclaim all representations and warranties, express or implied, of any kind with respect to the site and the content including warranties of merchantability, fitness for a particular purpose and non-infringement of intellectual property and proprietary rights.

Without limiting our general disclaimer, we do not warrant the availability, accuracy, completeness, timeliness, functionality, reliability, sequencing or speed of delivery of the site or the content.