About
Draco Ova Holdings is a San Francisco Bay Area based family office that manages investment programs in accordance with mathematical and scientific principles.
Our primary objectives are alpha-generation, efficient beta capture, and volatility targeting.
Research
Paper review; how do factor premia vary over time?
Posted on:August 8, 2023 at 05:00 PMWe review a paper from AQR where simple, well-known factor-alphas demonstrate persistance in-sample and out-of-sample over the course of the past century.
Volatility targeting
Posted on:July 31, 2023 at 12:00 AMInvestors that take too much risk eventually encounter a catastrophic loss that takes them out of the game, meanwhile, investors that do not take enough risk leave money on the table. We seek to achieve a balance using quantitiative approaches.
A strategy's growth rate is proportional to the square of it's Information Ratio
Posted on:July 30, 2023 at 12:00 PMFor strategies that can be easily and cheaply levered, high risk-adjusted returns imply the possibility of very-high absolute returns.