STRATEGIES
Versor’s products are designed to generate returns while exhibiting low correlation to traditional and alternative asset classes. Each invests in liquid, scalable markets. The products leverage proprietary alpha forecast models and databases to create diversified sources of absolute returns. The models rely on fundamental and alternative datasets to identify dislocations and opportunities across their respective investment horizons.
Hedge Funds
Versor GETT
Versor Global Equities Tactical Trading (GETT) invests across liquid equity index futures (developed and emerging) without taking directional exposure. The strategy aims to take advantage of dislocations between futures and cash markets through a set of macroeconomic and bottom-up alpha forecast models. These can be categorized as short-term, medium-term, and long-term. GETT is designed to provide positive convexity – especially during periods of market stress.
Versor Equity Prism
Versor Equity Prism invests in a market neutral construct across equities globally to generate uncorrelated alpha. Diversifying across 50+ alpha forecast models – based on alternative data, natural language processing, and artificial intelligence – creates an all-weather strategy able to navigate various economic and market regimes.
Versor Merger Arbitrage
Versor Merger Arbitrage is an active fundamental investment strategy combined with systematic processes and technology. The portfolio relies on a comprehensive proprietary database of 4000+ deals since 2000. The strategy invests in announced merger deals across the US, Canada, UK and Europe and capitalizes on the spread between a company’s current share price and its acquisition price. Deals are sized based on several events such as deal closure probability, competing bid probability, downside risk, etc.
Versor Macro Sonar
Versor Macro Sonar invests in futures and forwards across equity indices, commodities, fixed income, and currencies. It utilizes both directional and non-directional signals to best capitalize on the existing macroeconomic environment.
Long-Biased
Versor Equity Summit
Versor Equity Summit is a long-biased quantitative equity strategy that seeks to outperform US equities across market regimes and especially in down markets. The strategy maintains a core net long allocation to US equities. Non-US equity market exposure leverages a combination of long and short positions to take advantage of periodic dislocations. Global positioning depends on 30+ macroeconomic and bottom-up alpha forecast models based on rigorous research and decades of market experience. These alpha forecast models are designed to outperform U.S equities using non-US markets.
Alternative Risk Premia
Versor Global Macro
Versor Global Macro seeks to take advantage of price differentials between related financial instruments on a beta neutral basis using macroeconomic-based alpha forecast models across commodities, equities, bonds and currency markets. The strategy aims to provide convexity.
Versor Trend Following
Versor Trend Following derives absolute returns from long, medium and short-term directional moves in various markets. The strategy invests in 100+ futures and forwards contracts across four major asset classes globally: commodities, equities, fixed income, and currency markets. The strategy takes long or short positions in these instruments where markets exhibit price trends. Versor Trend Following aims to provide convexity.