Draco Ova Holdings is a San Francisco Bay Area based family office that manages investment programs in accordance with mathematical and scientific principles.
Recent Posts
The Formulation of a Modern Multistrat Hedge Fund
Published: at 09:00 AMThe large multistrats are reliably achieving information ratios in excess of 3, while remaining market and factor neutral. This achievement of financial engineering can largely be attributed to their mathematically grounded approach to portfolio construction and risk management.
Some insight into investment losses
Published: at 09:00 AMHow investment losses are handled is an important part of the long-run investment process, since investors are ironically losing money most of the time. Let's examine a variety of statistical models that can assist us in our pursuit of controlling these investment losses.
Review of AQR's "How do factor premia vary over time?"
Published: at 08:06 AMWe review a paper from AQR where simple, well-known factor-alphas demonstrate persistance in-sample and out-of-sample over the course of a nearly 100-year backtest.
Example Draft Post
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