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) seeks to take advantage of price differentials between related financial instruments on a beta neutral basis using macroeconomic-based alpha forecast models across equity index futures (developed and emerging markets). The strategy aims to provide convexity.
Versor Equity Prism
Versor Equity Prism strategy invests in a market neutral construct across equites globally to generate uncorrelated alpha. Diversifying across 50+ alpha forecast models creates an all-weather strategy able to navigate various economic and market regimes.
Versor Merger Arbitrage
Versor Merger Arbitrage strategy leverages 20+ years of merger arbitrage experience, combined with sophisticated use of AI/ML techniques, alternative data, systematic processes and robust technology to deliver uncorrelated return across all the environments. The portfolio relies on a comprehensive proprietary database of 6000+ 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.
Versor Equity Summit
Versor Equity Summit, launched in 2017, is an absolute return quantitative equity strategy designed to deliver exceptional performance across market cycles. It harnesses extensive alternative data, machine learning (ML) and artificial intelligence (AI) to analyze the buying and selling behaviors of global equity investors from both top-down and bottom-up perspectives. This strategy targets dislocation investment opportunities across more than 20 global equity markets. Since its inception, Equity Summit has consistently met its mandate of outperforming equity markets, particularly during periods of market stress.
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.