Spring Valley Asset Management (SVAM) has launched the SVAM Diversified Alpha Portfolio, a multi-dimensional, systematic trading system which applies creative modelling techniques to a rich set of fundamental and technical features across short, medium, and long-term horizons (from one day to three months) that aim to capture both direction and divergence across liquid global futures markets.
The application of sophisticated and robust risk management systems allows SVAM to dynamically budget, neutralise, and target risk. SVAM says this combination of fundamental and technical data, along with risk: neutralising and targeting, makes the Diversified Alpha Portfolio a complement to the Tactical Trend Portfolio as well as an uncorrelated diversifier to traditional CTA portfolios.
The company has also announced the appointments of Brett Palatiello as a Partner and Charles Dubois as a Board Adviser and Consultant.
“Spring Valley Asset Management was founded on the principles of science, cutting-edge technology and ingenuity. I am excited to have Brett join the firm given his strong background in technology, modelling and portfolio construction, says SVAM’s John Ryan.” His expertise and success in both long/short equity and futures will provide invaluable depth to our existing process. We are also looking forward to having Charles Dubois join us on the Board of Advisers and as a Consultant. His experience spans decades successfully researching, designing, and managing multi-billion dollar portfolios. His contribution to our process will allow us to further develop additional sources of alpha. Together we will also be launching a systematic long/short equity portfolio in the second quarter.”