Our Strategies
systematically exploit market inefficiencies and preserve capital
Double River Fund Styles
At Double River, we offer four distinct fund styles designed to meet the unique objectives of our clients. Whether you prioritize dependable, steady returns or seek opportunities for high growth, our funds are tailored to provide solutions that align with your financial goals.
Absolute Funds
Designed for investors seeking stability, the Absolute funds deliver consistent performance across all market conditions. By prioritizing steady returns and disciplined risk management, they offer a reliable solution for wealth preservation.
Alpha Funds
The Alpha funds target high long-term returns using advanced strategies with minimal correlation to broader markets. By capitalizing on independent opportunities, they provide a path to substantial growth with a diversified risk profile.
Fund Families
| Developed Markets | Emerging Markets | |
|---|---|---|
| Absolute | Double River Absolute launched |
Double River EM Absolute in development |
| Alpha | in development | Double River EM internal trading, launching soon |
The Investment Process
At Double River, the investment process is a disciplined and data-driven approach designed to systematically identify opportunities and optimize portfolio performance. By combining advanced quantitative techniques with rigorous risk management, the process ensures consistent and reliable results. Each step, from defining the investment universe to ongoing monitoring and evaluation, is rooted in precision and adaptability to meet investor needs.
Investment Universe
Double River begins with a carefully curated investment universe comprising approximately 3,000 U.S. stocks. This universe excludes limited partnerships and penny stocks, focusing instead on securities that meet strict liquidity requirements, with high confidence in maintaining a daily trading volume exceeding $1 million. This ensures the flexibility needed for effective trading while avoiding unnecessary exposure to illiquid or volatile assets. Plans are underway to expand this universe to include equities in other developed markets, further enhancing diversification opportunities.
Equity Selection
The fund employs a sophisticated scoring system to evaluate stocks within the investment universe. Signals derived from a variety of data sources are used to assess the future potential of each security, resulting in a clear understanding of the expected alpha over time. This forward-looking perspective provides a strategic advantage in identifying and prioritizing equities that are poised for strong performance while aligning with the fund’s broader objectives.
Portfolio Construction
Portfolio optimization is at the heart of Double River’s investment process. The construction process balances key trade-offs, including the cost of trading, exposure to risk, and the alignment of current and future alpha potential. The resulting portfolios are designed to maintain near-zero exposure to unwanted risk factors, ensuring a market-neutral stance that focuses on absolute returns. This meticulous approach delivers robust, risk-adjusted performance in various market conditions.
Risk Management
The fund employs a sophisticated scoring system to evaluate stocks within the investment universe. Signals derived from a variety of data sources are used to assess the future potential of each security, resulting in a clear understanding of the expected alpha over time. This forward-looking perspective provides a strategic advantage in identifying and prioritizing equities that are poised for strong performance while aligning with the fund’s broader objectives.
Attribution and Monitoring
Once the portfolio is active, performance is continuously evaluated through detailed attribution analysis. Realized returns are decomposed to understand the contribution of individual positions and overall strategy. Trade summaries provide insights into execution, while deeper analysis feeds back into the alpha generation, risk assessment, and portfolio construction processes.
This ongoing monitoring and refinement ensure the fund remains dynamic and adaptive, consistently aligned with its investment goals.
The Investment Process
At Double River, the investment process is a disciplined and data-driven approach designed to systematically identify opportunities and optimize portfolio performance. By combining advanced quantitative techniques with rigorous risk management, the process ensures consistent and reliable results. Each step, from defining the investment universe to ongoing monitoring and evaluation, is rooted in precision and adaptability to meet investor needs.
Investment Universe
Double River begins with a carefully curated investment universe comprising approximately 3,000 U.S. stocks. This universe excludes limited partnerships and penny stocks, focusing instead on securities that meet strict liquidity requirements, with high confidence in maintaining a daily trading volume exceeding $1 million. This ensures the flexibility needed for effective trading while avoiding unnecessary exposure to illiquid or volatile assets. Plans are underway to expand this universe to include equities in other developed markets, further enhancing diversification opportunities.
Equity Selection
The fund employs a sophisticated scoring system to evaluate stocks within the investment universe. Signals derived from a variety of data sources are used to assess the future potential of each security, resulting in a clear understanding of the expected alpha over time. This forward-looking perspective provides a strategic advantage in identifying and prioritizing equities that are poised for strong performance while aligning with the fund’s broader objectives.
Portfolio Construction
Portfolio optimization is at the heart of Double River’s investment process. The construction process balances key trade-offs, including the cost of trading, exposure to risk, and the alignment of current and future alpha potential. The resulting portfolios are designed to maintain near-zero exposure to unwanted risk factors, ensuring a market-neutral stance that focuses on absolute returns. This meticulous approach delivers robust, risk-adjusted performance in various market conditions.
Risk Management
The fund employs a sophisticated scoring system to evaluate stocks within the investment universe. Signals derived from a variety of data sources are used to assess the future potential of each security, resulting in a clear understanding of the expected alpha over time. This forward-looking perspective provides a strategic advantage in identifying and prioritizing equities that are poised for strong performance while aligning with the fund’s broader objectives.
Attribution and Monitoring
Once the portfolio is active, performance is continuously evaluated through detailed attribution analysis. Realized returns are decomposed to understand the contribution of individual positions and overall strategy. Trade summaries provide insights into execution, while deeper analysis feeds back into the alpha generation, risk assessment, and portfolio construction processes.
This ongoing monitoring and refinement ensure the fund remains dynamic and adaptive, consistently aligned with its investment goals.
Designed with Focus and Intent
Double River is intentionally structured as a niche, premium offering, designed for investors seeking differentiated exposure beyond traditional strategies. With a focus on capital preservation and consistent performance, we offer a distinctive alternative to conventional funds, combining institutional-grade infrastructure with the agility of a specialized firm.
Interested in learning more about the fund?
