Hafnium Investment operates as a systematic macro fund that utilizes algorithmic models to deploy capital across a broad spectrum of asset classes. These strategies are designed to harness unique sources of risk premia, augmented with alpha overlays, to optimize the absolute returns for investors.
A systematic investment strategy using four distinct quantitative models. By applying independent approaches across a range of investments, we aim to produce sustainable, risk-adjusted returns over the long term.
Our strategy extracts independent Alpha from time-varying risk premia to generate high-quality returns. The optimal portfolio size varies with changes in volatility and asset regimes. The four strategies are volatility equally-weighted.
Our model design, based on financial and quantitative research, enhances proprietary signals from market, fundamental, and alternative data. This approach ensures more accurate and reliable predictions for better investment decisions.