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INVESTMENT PHILOSOPHY
Identify macro and micro long-term
fundamental trends, reconciling with short-term factors involving technical indicators and positioning
Seek performance
regardless of market trends
Favor use of liquid assets
Pursue assets with lower correlations,
reducing portfolio risk during high-stress events
Reduce risk of losses, using opposite positions in market inversion situations
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investment process
1
Fundamental Analysis:

Macro and Micro trends
2
Quantitative analysis:

Market regime (trend, range, random)
3
Scenario Analysis:

Global and Local scenarios
4
Portfolio construction:

Macro: Rates, FX Micro: Equity
5
Portfolio optimization:

Past returns, price forecasts, fair value model
6
Risk management:

Pre define risk limits