FORT’s quantitative approach to the futures markets includes the following strategies:
FORT Equity Market Neutral is a quantitative market neutral strategy designed to identify stocks that are likely to outperform the broader market over a longer term time horizon.
FORT utilizes a quantitative approach to identify attractively priced, high quality companies and uses a mix of proprietary fundamental and technical signals. EMN invests in the U.S. equity markets on a hedged basis, which is designed to produce low beta exposure to the market. The Stock selection process along with FORT’s proprietary adaptive process produces a portfolio with dynamic sector exposure that shifts risks over time. The program employs a longer-term holding period and seeks to produce long-term gains and short-term losses which provides additional benefits to U.S. taxable investors.