Adaptive Risk Allocation Portfolio Management
Have us manage your total portfolio utilizing our different quant models with an adaptive risk allocation overlay specific to your goals and risk tolerance.
systematic Investment Strategies Providing adaptive asset management with Downside Risk protection
Select from our many systematic equity and ETF based quant models that are both strategic and tactical to target specific markets, asset classes, styles, and sectors.
Quantitative development and research
Let us research investment ideas for you or custom develop models to target specific risk/reward profile in asset classes, styles or markets.
About us
QuantStrat, an unincorporated division of Live Oak Wealth Advisory Group, LLC, an SEC registered investment adviser is based in Houston, Texas. It is the result of two separate quantitative asset managers merging together to offer a diverse range of quantitative strategies. We are dedicated to dynamically managing global investment portfolios utilizing our systematic quantitative developed models.
From our first fixed income model developed in 1992, equity models in 1996, and ETF models in 2010 our goals have been to deliver consistent and steady returns while providing downside protection. Our objectives are to provide uncorrelated absolute returns to the equity and bond markets with a focus on capital preservation. Accounts are managed using systematic models to remove the human bias that can be harmful to investing.
We set out to develop investment strategies that understood risk from an investors point of view. They may not understand what volatility means but they definitely understand losses in their portfolio.
Our Strategies
We have developed a robust set of quantitative investing strategies aimed at limiting the downside risk while maximizing the upside potential regardless of market direction. These strategies can be utilized to build fully-customized portfolio solutions or to fill gaps in an existing portfolio. When it comes to achieving your specific goals, we will consult with you to develop a tailor-made portfolio featuring our adaptive risk management overlay. All of these strategies are designed to be fully quantitative, to limit the human bias from investing.
ADAPTIVE HIGH YIELD INCOME STRATEGY
ADAPTIVE HIGH YIELD INCOME STRATEGY
Mathematically driven algorithm that focuses on the low volatility and momentum anomalies. Utilizes highly liquid treasury, high yield, bond and income ETFs / swaps tactically to achieve income and capital appreciation while minimizing potential drawdowns. Either risk on or risk off and flips about 1.2 times per year. Annualized volatility target of 5%.
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ADAPTIVE MULTI-ASSET INCOME strategy
ADAPTIVE MULTI-ASSET INCOME STRATEGY
An updated version of our original algorithm using machine learning to adapt to changing market conditions. Tactically invest between treasuries, high yield and equity income ETFs. Core objective is to seek a combination of capital apprectiation and income. Either risk on or risk off and flips about 8.4 times per year. Annualized volatility target of 10%.
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ADAPTIVE GLOBAL EQUITY GROWTH Strategy
ADAPTIVE GLOBAL EQUITY GROWTH STRATEGY
An updated version of our original algorithm using machine learning to adapt to changing market conditions. Tactically invest between treasuries, US indexes, global indexes, alternatives, and US sector ETFs. Core objective is capital apprectiation. Either risk on or risk off and flips about 8.4 times per year. Annualized volatility target of 12%.
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ADAPTIVE SECTOR ETF STRATEGY
ADAPTIVE SECTOR ETF STRATEGY
Tactically invest in US sector ETFs or treasury ETFs while aiming to limit downside risk with our updated machine learning risk management algorithm. Proprietary realtive strength algorithm identifies top four sectors to invest in. Risk management algorithm determines overall equity exposure. Higher turnover strategy with an annualized volatility target of 14%.
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LONG-SHORT EQUITY ETF STRATEGY
A long/short mathematically driven alpha strategy capturing mean-reversion and trend. runs across 190 global ETFs with an average holding of 70 positions for 9.5 days. 18 proprietary algorithms identify positions allowing it to perform in up, down or sideways markets. Proprietary risk algorithm controls position sizing. ANNUALIZED VOLATILITY TARGET OF 14%.
learn MOREWhat Makes Us Different
It is really quite simple. The preservation of capital is the most important investment objective. The development of each quantitative model always begins with the management of risk. If we can limit the losses, then we will spend more time accumulating gains instead of making up for losses. Only when the risk vs. reward ratio is in our favor, do we seek capital gains. Our philosophy is simple to achieve, but it required a new way of measuring risk vs. reward and how it should be applied to portfolio management. While the math behind our algorithms is complicated, the overall strategy is always simple.
Inquire about our strategies >We set out to develop investment strategies that understood risk from an investors point of view. They may not understand what volatility means but they definitely understand losses in their portfolio.
QuantStrat, the quantitative investment division of Live Oak Wealth Advisory Group, LLC, based in Houston, TX, is a SEC-Registered Investment advisor dedicated to tactically managing investment portfolios utilizing quantitative analysis for clients globally. QuantStrat is solely focused on developing the next generation of computer algorithm investment models that deliver consistent and steady returns that begins with the premise of protecting investors principal against downside losses.