Quantitative strategies grounded in academic financial theory
Quantitative investment strategies use data, statistics, and financial theory to systematically identify and capture returns, rather than relying on gut instinct or market timing. Our approach is grounded in rigorous academic research and portfolio construction methods used by leading quant firms, with AI as a tool to enhance analysis, not replace judgment. The result is a disciplined, transparent process designed to deliver consistent, repeatable outcomes.
QIS Strategies
US Sector Climber
Global Deep Value
Old vs New
Frontier Technologies
Strategy Construction
Research
At Lati Capital, every strategy begins with rigorous, institution-grade research rooted in financial economics, portfolio theory, and empirical market data. Drawing on experience from top Wall Street instituations, we analyze market behavior, risk premia, and cross-asset signals to isolate durable sources of return. Our process is systematic, evidence-driven, and designed to replicate the disciplined research stack used by top-tier quant funds - now built for direct investor access.
Asset Allocation
Our portfolios are built as fully systematic allocation frameworks, translating quantitative signals into transparent, rules-based positioning. Investors can adjust risk targets such as volatility, leverage, and turnover while maintaining the integrity of the underlying model. Strategies are designed to adapt as regimes shift, with research updates and signal evolution reflected in portfolio construction. Backtesting and scenario analysis provide clarity on behavior across diverse market environments.
Risk & Hedging
Risk is engineered, not assumed. We embed dynamic hedging and volatility-aware positioning directly into each strategy, using derivatives and systematic overlays where appropriate. Exposures are continuously managed to align with defined risk budgets, with explicit focus on drawdown control and tail risk mitigation. The goal is not just return generation, but robust performance across varying market conditions.
Real-Time Monitoring
Lati Capital provides full transparency into portfolio behavior in real time. Investors can observe positions, exposures, and risk drivers as they evolve, along with the underlying logic behind allocation changes. Performance is continuously tracked against relevant benchmarks, giving clear insight into how and why the strategy is performing.
Performance & Backtesting
Every strategy is rigorously tested using historical data, stress scenarios, and regime analysis. We evaluate not just returns, but risk-adjusted performance, drawdowns, and factor behavior across market cycles. This ensures investors understand how a strategy is expected to behave before allocating capital, with full transparency into assumptions and limitations.
Portfolio Customization
Strategies can be tailored to individual or institutional objectives without breaking the underlying quantitative structure. Investors can fine-tune risk levels, exposure preferences, and allocation constraints while preserving model discipline. This creates a flexible but rules-based framework aligned with specific goals and mandates.
Cost Transparency
We believe implementation should be fully transparent and free of structural opacity. All costs-trading, execution, and model implementation-are clearly disclosed, with no hidden layers or embedded fees. This ensures investors understand exactly what they are paying for and how it impacts net performance over time.
