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Investment Solutions:

Quantitative Strategies

Introduction to Quantitative Strategies

Graham’s Quantitative Strategies apply portfolio construction techniques emphasizing diversification, risk management, and smart order execution capabilities.  Our Quantitative Strategies team develops and manages quant alpha solutions, designed to exhibit low correlation to traditional asset classes over time perform across diverse market conditions.  This multi-disciplinary team includes experts in data science, model design and development, and trading operations and execution.

Quantitative Strategies

Tactical Trend

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

Quant Macro

Diversified, quantitative macro strategy combining fundamental and price-based component strategies, which are designed to perform differently across evolving market regimes.

K4D

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

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.

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Graham Macro Meeting​

Graham Quant Macro

Graham Quant Macro is a diversified, quantitative macro strategy combining fundamental and price-based component strategies, which are designed to perform differently across evolving market regimes.

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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.

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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.

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