FORT exclusively designs fully systematic strategies that seek to generate attractive risk adjusted returns over market cycles. FORT relies on its deep experience in the markets and expertise in statistics and mathematics to develop quantitative strategies. All FORT strategies are built to systematically adjust to key factors over time as the world and markets change.
FORT has a history of approaching complex opportunities from a different perspective. The founders' combination of significant market experience and advanced academic training in economics, statistics, and mathematics has spurred the generation of novel ideas and strategies. FORT's culture celebrates creative research endeavors.
Adaptability is inherent in all of FORT’s strategies. The models shift key factors over time as markets develop and evolve. FORT’s dynamic risk allocation methodology serves as a systematic way to attack the challenge of changing market dynamics faced by all systematic methods. This proprietary methodology continuously shifts the allocation of risk in the strategies to markets and indicators according to a forecast of risk-adjusted profitability.
Robustness is an essential component of any systematic strategy. FORT has consistently developed models that are focused on the future as opposed to fitting the past. FORT’s focus on statistically robust strategies has resulted in durability of the models over time. FORT seeks to develop strategies that perform with a high degree of stability over time, even in the face of extreme market dynamics.