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Hull Tactical Asset Allocation

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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. Our organization and our people are diligent students of several of the best schools of statistical learning (in the tradition of Hastie, Tibshirani and Friedman at Stanford.) We deploy state-of-the-art software, including many packages from the R statistical language such as caret and mlr along with their underlying boosting, bagging and tree-based classification and regression methods. It is this core belief in the academic foundation and principles of our work that inform our approach to investing. As our researchers develop new strategies they write and share published papers to explain their findings. [Paper Link] We introduce the concept of micro alphas, weak signals that may not reach statistical significance individually, but when combined, generate

Hull Tactical Asset Allocation APPROACH RESEARCH 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. Our organization and our people are diligent students of several of the best schools of statistical learning (in the tradition of Hastie, Tibshirani and Friedman at Stanford.) We deploy state-of-the-art software, including many packages from the R statistical language such as caret and mlr along with their underlying

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