Building a Convex Portable Alpha Solution
Disclaimer: Past performance is not necessarily indicative of future results. Participation in this webinar is limited to Qualified Eligible Participants (QEPs) as defined under applicable regulations. For informational purposes only. Not an offer to sell or a solicitation of any type with respect to any securities or financial products.
Markets entered 2026 near historic highs, with elevated valuations, rising dispersion, and increasingly asymmetric risk profiles. In this environment, traditional sources of diversification and portable alpha solutions are being tested precisely when investors need them most.
In this webinar, Versor Partners DeWayne Louis and Nishant Gurnani discuss why now is the right time to think about a convex portable alpha solution. They explore:
- The structural pitfalls embedded in many conventional portable alpha approaches
- How a multi-layered alpha framework can potentially deliver convex, scalable, and resilient alpha across market cycles, particularly during periods of equity market stress
- Why diversification across multiple forecast models, and across developed and emerging markets, matters to the framework
- How implementation using highly liquid equity index futures supports scalability and capital efficiency
Drawing on more than eight years of trading experience across developed and emerging markets, we outline an approach that seeks to participate in upside while aiming to remain resilient during drawdowns.
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