In the AM industry, managers are often divided between alpha and beta specialists.
At DMC Capital we believe the same expertise and technology allow to take up both challenges.
Alpha + Beta
Our expertise on liquid alphas
We spent years mapping and analysing the Hedge Funds universe on equity strategies to understand how alpha can be implemented at no liquidity cost.
We have developped a large range of proprietary, systematic & liquid alphas engines, with low to high capacity, low to high sharpe ratio.
- Systematic L/S Equity
- Single stocks, worldwide
- Systematic multi-factor L/S Equity based on fundamental, sentiment, price-driven metrics
- Systematic L/S medium frequency arbitrage
- Systematic Event Driven
- Single stocks, worldwide
- Systematic merger arbitrage: spread arbitrage of stock or cash acquisition
- Systematic corporate events arbitrage, multi-timeframe: buyback, insiders, etc.
- Systematic Macro
- ETFs/futures, worldwide
- Systematic cross-assets trend-following
- Systematic strategies based on fundamental macro data
Our expertise on smart + thematic betas
We spent years analysing how equity indexes are designed and how they are implemented through ETFs to understand how tracking error should be controlled and allocated, while focusing on how costs can be kept at minimum, from portfolio management to structuration.
We have developped a highly flexible framework which enables us to build large portfolios, adding an extra layer of alpha as well as factor or thematic exposure.
