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ADAPTIVE
MANAGEMENT
Old investment approaches based on "BUY AND HOLD" and the "EFFICIENT FRONTIER" may not work as well in our globally connected dynamic markets. The frequency of unforeseen events and high-frequency computer-driven markets have increased the importance of adaptive management focused on risk.
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Systematic Investment Strategies Providing Adaptive Asset Management With Downside Risk Protection
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.
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SYSTEMATIC QUANT MODELS
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
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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, a division of Live Oak Wealth Advisory Group, LLC, a registered investment adviser with the SEC, is based in Houston, Texas. The result of the merger of two established quantitative asset managers, QuantStrat offers a diverse range of strategies designed to meet the evolving needs of global investors.
Since the development of our first fixed income model in 1992 and the introduction of our equity and ETF models in 2010, our mission has remained clear: to deliver consistent, steady returns while protecting against downside losses. We focus on providing uncorrelated absolute returns, ensuring that our strategies perform independently from traditional equity and bond markets.
At QuantStrat, we believe in the power of systematic, quantitative models to guide investment decisions. By eliminating human biases, we help investors navigate the markets with confidence, while prioritizing protection without sacrificing performance.
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%.
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 appreciation and income. Either risk on or risk off and flips about 8.4 times per year. Annualized volatility target of 10%.
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 appreciation. Either risk on or risk off and flips about 8.4 times per year. Annualized volatility target of 12%.
OUR TEAM
Our team has over 100 years of combined investment management experience with backgrounds in economics, financial and retirement planning, investment management, mathematics, computer programming, and quantitative finance.
Jonathan Solo
CEO/Managing Partner
Mr. Solo has successfully grown Live Oak Wealth Management into a holistic wealth management firm that focuses on protecting its clients' wealth. Mr. Solo specializes in the development of algorithmic quantitative analysis systems and possesses a deep knowledge of the blockchain space. Mr. Solo spent the early part of his career in the Information Risk Management group of KPMG, where he learned the importance of risk management. Prior to starting Live Oak Wealth Advisory Group in October 2010, Mr. Solo served as a financial advisor with RBC Wealth Management in October 2007. He launched QuantStrat Global Equity Fund, LP, a long-short quantitative hedge fund. Mr. Solo recently launched QuantStrat Digital Asset High Yield Fund, LP, which focuses on capturing yield in the blockchain space while mitigating the risk and price volatility associated with the crypto. He holds a Bachelor of Computer Science from the University of North Carolina at Charlotte.
Jonathan Solo
CEO/Managing Partner
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Andrew Malloy
Partner/Director Strategic Development
Andrew has 35 years of experience in alternative investments, family investment office management, and wealth management industries. Mr. Malloy worked at leading firms, including Bear, Steans & Co., Oppenheimer & Co., Inc., Kidder, Peabody & Co., TAG Associates, Ltd, and Wisdom Tree. As the Chief Investment Officer, a partner, and shareholder of TAG, Mr. Malloy helped build TAG to become one of the largest multi-family offices in the US. Mr. Malloy is also the co-CIO of his multi-generational family's New York City-based single-family office, Bergdorf Goodman. Mr. Malloy is an experienced family office executive, consultant, and alternative asset investor, with a demonstrated history of building and managing single, multi, and "virtual" family office platforms. Andy has also been involved in the alternative investment industry as a principal, seed investor, board member, and consultant to Hedge Funds, Private Equity, ETF, FinTech, Digital Assets, and Venture Capital.
Andrew Malloy
Partner/Director Strategic Development
WHAT 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.
Removing human bias from the investment-making decision process through a systematic quantitative approach is one of the most significant improvements in successful investment outcomes.
OUR TEAM
Our team has over 100 years of combined investment management experience with backgrounds in economics, financial and retirement planning, investment management, mathematics, computer programming, and quantitative finance.
Mr. Solo has successfully grown Live Oak Wealth Management into a holistic wealth management firm that focuses on protecting its clients' wealth.
Jonathan Solo
CEO/Managing Partner