LongTail Alpha
LongTail Alpha believes that sustained portfolio performance comes from expecting the unexpected, and from positioning portfolios to earn yield while maintaining convexity
- Blends a solutions approach with value added from expertise in implementation of these solutions in a portfolio form
- Proprietary framework based on academically rigorous research
- Tested over two decades of implementation, which assists in analyzing the portfolio risks, hedging both “left-side” or negative tail risks and “right-side” or positive tail risks, and by optimizing performance by combining market positions and risk allocation across asset classes.
- Founded in 2015 by Vineer Bhansali, Ph.D
- Two decades of experience in both developing many of tail risk management frameworks in use by the industry today
- Managed portfolios and funds for clients at PIMCO for over 15 years