The Santa Rosa Investment offers a diversified U.S. equity strategy which may expand into global equities. The investment objective is to generate strong risk-adjusted returns over the medium and long term.
The technology uses sophisticated feature analysis and various investment horizons to drive alpha generations. Model feature inputs are comprised of fundamental financial statement data, momentum and technical indicators, proprietary price-based signals, and other alternative data inputs.
The expected portfolio volatility and numerous other risk management metrics are analyzed both through rigorous simulation and backtesting, and in real-time trading.
Focus AE Trading Platform was developed with support from software development tax credits provided by the Louisiana Economic Development’s office of Entertainment Industry Development.
