Products
DMC Systematic Alpha
Our signature absolute return multi-strategy proposal aggregates most of our alpha engines and encompass more than 10 years of research on such hedge funds strategies : multifactor long/short equity strategies, statistical arbitrage, systematic event-driven and systematic macro.
It seeks pure market neutrality, with tight constraints to achieve a close to zero equity beta and no correlation to interest rates. We designed it to ensure a medium to high capacity and a weekly liquidity.
Contact us for more information
DMC Smart Betas
Our smart betas portfolios are designed to continuously overperform their benchmark thanks to a tilt in portfolio weightings towards factor exposures. Factor signals are based on our proprietary alpha engines, that has been proven solid and performant in production for many years.
Our original weighting scheme ensure a “fair” tracking error that prevent exposure to unwanted sectorial or single names risk.
Contact us for more information
DMC Solutions
With our equity solution toolbox, we want to help investors implement their views on markets. Low time-to-market can be achieved through our modular framework and smart wrapping (e.g. AMC). We can offer any level of customization (low to high TE, thematic filter, factor hedging, etc.) and help to design risk control layers as well as ESG filters.
With our performance analysis toolbox, we want to help allocators understand their alphas and betas, by regressing risk and performance of their portfolios. We can design cross-asset portfolios that hedge unwilling exposure to market, thematic, or factor risks.