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A Broad Array of Active Strategies

The financial crisis and subsequent recovery has highlighted the reality of regime effects on economies and financial markets.  Investors today are seeking managers who understand regime behavior and have the strategies to anticipate or hedge these time-varying environments.

Stemming from a strong research culture, Disciplined Alpha conducts extensive research to develop new strategy prototypes and enhance our existing products.  As the firm continues to expand its multi-strategy capabilities, new product areas are considered for our research agenda only after careful deliberation of client needs, intellectual innovation, and operational capacity.

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*THIS INFORMATION IS NOT INTENDED TO BE AN OFFER TO SELL OR A SOLICITATION TO INVEST IN ANY SECURITIES.

Regime Timing

Regime based Long Short Diversified Equity Strategy

The Regime based Long Short Diversified Equity Strategy is a time-varying risk aversion strategy based on macroeconomic regimes.  The strategy takes long and short positions in liquid U.S. stocks.  The investment rationale for the strategy is that the market does not consistently reward growth or value, from a style perspective.  Instead, there are long periods, or regimes, when one style dominates as a result of investor’s changing risk preference.  These regimes are anticipated using a real-time, forward-looking macroeconomic regime model.  In addition to these style tilts, the product also incorporates unique Industry Group based fundamental stock selection models that have been built based on hundreds meetings with company managements and fundamental analysts.    

Regime based Long Short Tech / Media / Telecomm Equity Strategy

The Regime based Long Short Tech / Media / Telecomm Equity Strategy combines Disciplined Alpha's macroeconomic regime model with fundamental analysis. The strategy employs a proprietary methodology specifically tailored to highlight stocks within TMT which are experiencing meaningful inflection points in their fundamentals and investor sentiment.  Fundamental analysis is used to determine the validity of these inflection points, and assess the short-term and long-term prospects for the potential investment.  In parallel with this stock selection methodology the strategy uses Disciplined Alpha's macroeconomic regime model, specific to the TMT markets, to tilt the portfolio construction toward offensive/neutral/defensive positioning.

Regime based Multi-Asset Class Strategy

The Regime based Multi-Asset Class Strategy implements the macroeconomic regime model at the asset class level.  When the macroeconomic regime model indicates investors are willing to bear a high level of risk, the strategy has a higher exposure to riskier asset classes such as equities.  When the macroeconomic regime model indicates investors are less willing to bear a high level of risk, i.e. they are more risk averse, the strategy has a higher exposure to less risky asset classes such as fixed income.  The strategy is implemented through ETFs and includes Global Equities, Global Bonds, Cash, Commodities, and Hedge Funds.            

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