Strategy
The strategy is designed to systematically generate alpha through proprietary research and disciplined execution. It captures inefficiencies that emerge from market dynamics.
Read more about the two levers to generate alpha below.
Stock picking: the cornerstone of the strategy
Proprietary stock-picking event-based strategies using public information, focusing on small-cap stocks in the US market with a holding period of 1-2 days.
9 event-driven strategies trading 6 types of corporate events
In volatility peaks (10% days), 20-40 stocks are traded daily,
During the rest (90% days), it is 0-5 stocks.
Focus on US small-caps
Part of the alpha comes from trading extended hours (pre- and post-market)...
Where market asymmetries and imperfections are greater.
Holding period:
1-2 days
Practical Example:
Registered direct offering committed between the targeted company and a management fund, scheduled to occur in a few months.
Daily adjustment of net exposure
Adjustment of net exposure anticipating market trends.
Traded assets, exclusively from the US:
Stocks (chiefly), ETFs, ETF options, and ETF futures.
Low or no leverage:
Net exposure of 80-120%.
Benchmark:
Russell 2000, as it contains most of the stocks traded in LSE:RRRR strategies.
Capturing each moment of opportunity, one trade after another, to create a repeatable cycle of returns.
Discover our strategy
