Unlike traditional investment firms, VRG doesn’t attempt to predict market movements; instead, we focus on responding dynamically to market trends using our proprietary IP and advanced machine learning tools. This results in consistent top-quartile performance with unparalleled low beta correlation.
VRG Asset Management utilizes multi-strategy momentum investing techniques that extract value in volatility across a wide spectrum of asset classes including Equities, Global Futures, and Commodities.
Our seasoned team uses a multi-strategy approach that expertly minimizes risk while achieving regime-independent double-digit returns.
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Trend effects can be observed in many markets.
Well documented in the academic literature.
Persistence of the “momentum effect” is linked to key themes in behavioral finance.
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Behavioral Finance feedback: Present reward bias, Confirmation bias, Loss aversion….
Macro Economic and Geo-Political feedback.
Technology Driven shifts in market structure (moved from small number of dominant investors to large number of smaller players).
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Proprietary IP designed to detect and benefit from trends.
Separate trend signal from meaningless noise (raw financial data is noisy).
Robust asset agnostic processes – mitigates risk of an overfit solution.
Powered by Trends: VRG's Multi-Strategy Approach
Micro-Economic Strategy Long Only US Equities
The Micro Economic Strategy is Long-Only US Equities. It utilizes a momentum-based quantitative model, in combination with proprietary algorithms and machine learning techniques to index price volatility and select equities from the S&P 100, 400, and 600 indices. Targeting consistent growth and reduced market sensitivity, our Micro-Economic strategy has maintained a low-beta correlation.
Macro-Economic Strategy Long/Short Global Futures
The Macro Economic Strategy is Long/Short Global Futures, leveraging a proprietary advanced trend-detection algorithm that extracts alpha from a diverse universe of over 100 global futures. Adjusting risk in response to market fluctuations and trading instruments with varied volatility profiles to optimize performance across a broad spectrum of assets.