LTM Capital applies a multi-strategic quantitative investment approach, allocating capital within our proprietary data-driven investment strategies, to ensure diversification and to effectively offset risk and consistently produce attractive high risk-adjusted returns.
Our strategies exploit market inefficiencies by quantitatively analyzing equity and fixed income securities, futures, and options across a multitude of markets and industry sectors with the aim of increasing the portfolio’s overall performance and decreasing risk through robust diversification.
Our multi-strategic platform enables us to produce attractive, high-quality returns to our investors by systematically combining our proprietary investment strategies and staying committed to our investment principles.
We believe it is crucial to stay committed to our core investment principles in order to execute our strategies effectively and to reduce risk and mitigate large losses. Our principles serve as a foundation of our investment philosophy.
Data is objective and factual. It eliminates the potential for subjective bias and that is why our strategies rely on Quantitative Analysis to search through thousands of securities, using raw Big Data, to find the best investment opportunities based on our proprietary valuation models.
A repeatable, systematic, time-tested process must be applied to our investment selection to ensure a consistent performance.
Our multi-strategic approach guarantees robust diversification to various un-correlated strategies which invest in a multitude of asset classes across different markets.
The concept of market efficiency must not be ignored. However, opportunities for superior performance exist because no market is 100% efficient.
Limiting the downside is our priority, which is why extensive research is always conducted on each investment individually and its impact on the portfolio which ensures overall quality and limited risk exposure.
Reducing risk exposure minimizes losses and decreases volatility in uncertain times.
Liquidity is essential to ensure our strategies are flexible and can quickly adapt to rapidly changing market conditions.
The Management decides the appropriate allocation to each strategy based on current market conditions.
- Quantitative Value Equity
- Relative Value Equity
- Fixed Income
- Statistical Arbitrage