Portfolio Management

Mean reversion assumes prices deviate from their average and eventually return. This strategy identifies undervalued assets for purchase and overvalued assets for sale. It requires strict entry and exit criteria.

Diversification reduces risk without sacrificing returns. Understanding asset correlation is fundamental for effective portfolio construction. This strategy builds resilient portfolios through strategic asset allocation.

Risk parity allocates capital based on risk contributions, not capital weights. This strategy aims for equal risk contribution from each portfolio component. It builds more balanced and resilient portfolios.

Factor investing targets specific drivers of return. This strategy constructs portfolios based on these proven factors.

Goal-based investing aligns investments with specific financial objectives. This framework structures portfolios around concrete targets.

Tactical asset allocation adjusts portfolio weights based on market outlook. This strategy actively shifts between asset classes.

Liability-driven investing (LDI) matches asset cash flows with future liabilities. This strategy prioritizes liability funding over maximizing absolute returns.

Quantitative momentum exploits persistent price trends. This strategy identifies strong performers and rotates capital efficiently. Strict rules govern position sizing and risk control.