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About Our Research

Our research blends four primary strengths: Quantitative Analysis, Macroeconomic Analysis, Fundamental Analysis and Derivatives acumen.

Quantitative

Our quantitative research represents a fusion of the best elements of statistically-driven pattern analysis, behavioral finance, and a relative value approach that understands the allocation decisions of large market participants. Our research process covers a staggering array of markets and environments from high frequency analysis of modern stocks and futures markets, to the patterns of pre-electronic open outcry markets, to commodity prices in medieval Europe and antiquity. We understand that markets exist in varying regimes; the tools that are useful in one paradigm are often exactly the wrong tools to apply in another. Our tactical/quantitative process represents a significant departure from traditional technical analysis: it incorporates a robust statistical approach with a regime shift model and an element of human discretion, all under the aegis of a disciplined risk management system.

Macroeconomic

Our macroeconomic process focuses on discovering inflections that may represent developing shifts in long-term trends; this work is an invaluable input in an investment process that seeks to understand market action from many perspectives. We do not believe that economic analysis can be used to predict market movements successfully over shorter time frames, and focus instead on the impact of money flows and behavioral psychology as a risk management tool. In our work, we are careful to separate economic reality from market reality and manage trading risk in the later while managing our business in the former.

Fundamental

We employ a top-down fundamental approach across full market segments; whether focused on a portion of the industrial commodity complex, a specific equity sector or a relative value spread in the bond market our approach remains the same: we focus on the known fundamental factors to aid our risk perspective, allow tactical considerations to dictate timing and risk management decisions.

Derivatives

The Waverly Advisors team brings decades of real world experience managing risk in the derivatives markets across multiple asset-classes, strategies, and time frames. Our expertise in portfolio structure, quantitative, fundamental and macroeconomic analysis allows us to understand how derivatives can and should be deployed inside the context of an overall portfolio process.