Hull’s approach to investing is rooted in capturing and combining into an “ensemble” an array of signals spanning statistical, behavioral-sentimental, technical, fundamental, and economic data sources. Through the use of statistical modeling tools and advanced machine learning, the portfolio managers continually investigate and evaluate the evolving complex relationships between these factors and the market.
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For decades, some have questioned the wisdom of market timing—the strategy of attempting to take advantage of predicted future price movements—however, with the explosion of data as well as the development of predictive analytics, HTAA believes market timing is not just possible but necessary. HTAA also believes in the predictability of volatility, leading to some options being overpriced and others being cheap. Volatility forecasts are used to build a portfolio of index options and other volatility-related products to enhance the core equity models.
If market participants must adapt to a changing investing environment, so too must models and strategies. Recognizing that no single model can indefinitely survive the test of time, the HTAA team is continually re-evaluating and adapting their models, combining strategies into a blended signal that informs fund allocations on a day-to-day basis.
HTAA’s sophisticated, tactical approach is grounded in the decades of experience of its founder, Blair Hull. Throughout his career in trading, Mr. Hull’s multi-disciplinary approach has been responsible for the design and implementation of a steady stream of systematic innovations that have combined trading experience with state-of-the-art technology and quantitative modeling.
A fixture in the trading community for four decades, Mr. Hull founded Hull Trading Company in 1985 and served as the firm’s CEO until he sold the company to Goldman Sachs in 1999. He is the founder of two additional companies: Hull Investments, LLC, a parent company and family office for three generations of the Hull family; and Hull Tactical Asset Allocation, LLC, an RIA that serves as a subadvisor to an actively-managed ETF.
Below is a link to our most recent daily report. Be sure to check out the Blog for more information on model enhancements for the Daily Report!
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Our mathematicians, statisticians, engineers and computer scientists perform fundamental research and advanced quantitative analysis, and utilize cutting –edge technology to identify and create new strategies in the investment arena.
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Click below for strategy performance and the historical allocations data file.
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