We believe that the secret to building a superior portfolio lies in the combination of several uncorrelated return strategies which are properly sized and balanced. However, since correlations aren’t stationary and tend to increase substantially during periods of market stress, we prefer to build our portfolio with a severe storm in mind. To insure against such storm we add positively convex positions to our portfolios, allowing us to stay exposed to the upside while having the downside protected at the same time. This is the foundation on which we run the 2Q Portfolio.
The 2Q Portfolio includes a number of model-driven strategies which are the result of our own quantitative research. Many of these strategies are live and with real money since many years, including years prior to the launch of this website, and have generated attractive returns in various market environments. Additionally, the 2Q Portfolio includes opportunistic trades which are either macro-driven or aimed at exploiting a market phenomenon which we believe to be attractive from a risk-return point of view.
RECENT POSTS
Decoding RenTec
George Coyle and I have collected and published what we believe are some of the most interesting takeaways from "The Man Who Solved the Market" - a great book about Jim Simons and Renaissance Technologies (RenTec) authored by Gregory Zuckerman. You can read about [...]
MEDIA
Real Vision: Bitcoin & the Economics of Mining
The Interview - Crypto · Featuring Marco Krohn, Marco Streng, and Moritz Seibert Marco Krohn, CEO and co-founder of Genesis Group, and Marco Streng, founder of Genesis group, join Moritz Seibert, co-founder at Twoquants.com & CEO/CIO at Munich RE Investment Partners, to discuss Bitcoin, [...]
MACRO VIEWS & TRADE IDEAS
Trade Update: For a Few Bitcoin More
Yesterday, we decided to get back into the bitcoin cash & carry trade as the CME futures basis traded at greater than 35% annualized in the early afternoon European time. We bought 5 [...]