STRATEGIES
Versor is a pioneer in applying AI and alternative data to global equity markets—systematically extracting alpha across single stocks, equity index futures, and corporate events.
Our equity strategies are grounded in the belief that market returns consist of beta and active manager alpha. We further deconstruct alpha into two components: uncorrelated alpha derived from alternative data and advanced techniques like AI and machine learning and traditional style-based risk premia.
Versor offers distinct, uncorrelated strategies that separately target each component—unlocking differentiated returns through the intelligent use of alternative data, AI, and machine learning.
Hedge Funds
Versor GETT
Versor GETT is designed to provide uncorrelated returns with positive convexity. It capitalizes on opportunities, that arise due to conflicting objectives of cash and futures market participants, through a set of macroeconomic and bottom-up alpha forecast models. GETT takes a market-neutral approach, trading global equity index futures, leveraging AI, machine learning, and alternative data. It diversifies traditional market risk, making it a strong fit within Risk Mitigating Strategies. Additionally, its low correlation to traditional hedge fund styles makes it a compelling complement within a Managed Futures allocation.
Versor Equity Prism
Versor Equity Prism is an absolute return, market-neutral strategy that invests in global equities. It captures inefficiencies over a 2–3 week horizon—distinct from both high-frequency trading and traditional equity style factor investing. The strategy integrates alternative data with AI, ML, and NLP across 50+ alpha models. Prism is uncorrelated with traditional and quantitative hedge fund styles, making it a differentiated return stream within the quantitative equities bucket. Capacity is intentionally limited to preserve alpha.
Versor Event Driven
Versor is one of the only firms offering a purely AI-based Event Driven strategy. We seek absolute, uncorrelated returns with lower volatility than broad equities. The strategy systematically invests in global corporate events and captures inefficiencies driven by deal-specific uncertainty. Powered by AI, ML, and a comprehensive proprietary database of over 6,300 global events, our models forecast outcomes like deal success, competing bids, and post-close behavior. Diversified across market caps and geographies, and managed by a seasoned team with over two decades of experience, the strategy offers a repeatable alpha stream ideal for event-driven or diversifying sleeves within institutional portfolios.
Versor Equity Summit
Versor Equity Summit is an absolute return quantitative equity strategy designed to generate alpha across market cycles. By combining top-down macroeconomic models with bottom-up single-stock signals, the strategy identifies and captures inefficiencies between cash and futures markets. It generates alpha through country selection using global equity index futures, maintaining dynamic long exposure to U.S. equities. Powered by AI, ML, and alternative data, Summit participates in bull markets while offering downside protection—making it a strong fit within Long/Short Equity or, selectively, Portable Alpha allocations.
Alternative Risk Premia
Versor Alternative Return Capture
Versor Alternative Return Capture is a fully systematic, multi-asset strategy designed to deliver consistent, uncorrelated risk-adjusted returns. It captures a broad set of proprietary alternative risk premia signals diversified across stock selection, corporate events, and global macro themes. As pioneers in alternative risk premia, we bring a sophisticated approach—distinct from generic bank swap products. ARC offers a scalable, liquid return stream that fits well within Absolute Return, Risk Premia, or Hedge Fund Portfolio Completion allocations.