Quantitative Strategies

Lewis Warburg deploys a number of quantitative algorithmic investment strategies across multiple asset classes.

These quantitative strategies are based on logic, experience, academic research and statistical studies.  They tend to have medium to long term holding periods, and use statistics, mathematics, and computer algorithms to: (1) identify investment opportunities, (2) add diversification, (3) reduce risk and (4) remove human emotion and judgement from the investment process.  

These quantitative strategies complement LW's fundamental strategies in several important ways.  

First, logical diversification can be created as the fundamental strategies rely heavily on sound human decisions, judgements and actions, while the quantitative algorithmic strategies eliminate all short-term human impact on the investment process.  

Second, LW-18, a high-capacity, all-weather portfolio, stands as an investment hurdle by which to measure all other investment allocations, whether toward fundamental strategies or other quantitative strategies.  With excellent long-term performance metrics, and requiring minimal management attention, LW-18 provides a sensible check vis-à-vis other investment allocations.